For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | -19.74% | -14.94% | -9.67% |
| Price Trend ⓘ | -0.72 | -0.29 | 0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.89% | 26.73% | 43.55% |
| Max Drawdown ⓘ | -32.71% | -32.71% | -32.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.99 | -0.64 | -0.32 |
| Calmar Ratio ⓘ | -0.60 | -0.46 | -0.30 |
| Sortino Ratio ⓘ | -2.17 | -1.14 | -0.52 |