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 ⓘ | -11.53% | -11.97% | -0.78% |
| Price Trend ⓘ | -0.91 | -0.87 | 0.23 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.90% | 11.80% | 18.99% |
| Max Drawdown ⓘ | -17.33% | -22.53% | -22.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.26 | -1.19 | -0.27 |
| Calmar Ratio ⓘ | -0.67 | -0.53 | -0.03 |
| Sortino Ratio ⓘ | -1.70 | -1.62 | -0.36 |