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 ⓘ | -11.56% | -6.21% | -8.38% |
| Price Trend ⓘ | -0.79 | -0.42 | -0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.85% | 21.56% | 33.14% |
| Max Drawdown ⓘ | -25.15% | -25.15% | -30.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.79 | -0.38 | -0.38 |
| Calmar Ratio ⓘ | -0.46 | -0.25 | -0.28 |
| Sortino Ratio ⓘ | -0.91 | -0.48 | -0.46 |