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 ⓘ | -13.64% | -24.27% | -6.99% |
| Price Trend ⓘ | -0.32 | -0.72 | 0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.79% | 19.00% | 31.79% |
| Max Drawdown ⓘ | -16.96% | -29.58% | -29.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.99 | -1.38 | -0.35 |
| Calmar Ratio ⓘ | -0.80 | -0.82 | -0.24 |
| Sortino Ratio ⓘ | -1.19 | -1.61 | -0.52 |