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 ⓘ | -4.67% | -0.20% | -2.86% |
| Price Trend ⓘ | -0.46 | -0.62 | -0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.55% | 15.35% | 18.91% |
| Max Drawdown ⓘ | -12.55% | -14.66% | -14.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.60 | -0.15 | -0.39 |
| Calmar Ratio ⓘ | -0.37 | -0.01 | -0.19 |
| Sortino Ratio ⓘ | -1.12 | -0.23 | -0.54 |