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 ⓘ | -13.61% | -0.93% | -23.40% |
| Price Trend ⓘ | -0.85 | -0.38 | -0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.55% | 22.59% | 45.41% |
| Max Drawdown ⓘ | -23.53% | -24.85% | -44.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.83 | -0.13 | -0.61 |
| Calmar Ratio ⓘ | -0.58 | -0.04 | -0.53 |
| Sortino Ratio ⓘ | -1.15 | -0.20 | -0.77 |