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 ⓘ | -4.82% | -25.64% | -11.87% |
| Price Trend ⓘ | -0.17 | -0.09 | -0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.82% | 35.10% | 47.54% |
| Max Drawdown ⓘ | -26.80% | -33.61% | -35.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.22 | -0.79 | -0.35 |
| Calmar Ratio ⓘ | -0.18 | -0.76 | -0.34 |
| Sortino Ratio ⓘ | -0.19 | -0.82 | -0.42 |