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 ⓘ | -14.11% | -22.53% | -2.55% |
| Price Trend ⓘ | -0.89 | -0.26 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.83% | 26.80% | 32.61% |
| Max Drawdown ⓘ | -15.81% | -23.69% | -26.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.40 | -0.92 | -0.22 |
| Calmar Ratio ⓘ | -0.89 | -0.95 | -0.10 |
| Sortino Ratio ⓘ | -1.62 | -1.21 | -0.30 |