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 ⓘ | -8.70% | -1.20% | -13.21% |
| Price Trend ⓘ | -0.57 | 0.63 | -0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.16% | 23.34% | 32.80% |
| Max Drawdown ⓘ | -14.92% | -17.00% | -39.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.80 | -0.14 | -0.54 |
| Calmar Ratio ⓘ | -0.58 | -0.07 | -0.34 |
| Sortino Ratio ⓘ | -0.93 | -0.18 | -0.64 |