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 ⓘ | -5.67% | -16.64% | -1.06% |
| Price Trend ⓘ | -0.41 | -0.86 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.23% | 16.03% | 30.78% |
| Max Drawdown ⓘ | -10.23% | -21.93% | -21.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.59 | -1.17 | -0.17 |
| Calmar Ratio ⓘ | -0.55 | -0.76 | -0.05 |
| Sortino Ratio ⓘ | -0.93 | -1.46 | -0.28 |