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 ⓘ | -3.88% | -3.66% | 5.76% |
| Price Trend ⓘ | -0.15 | -0.79 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.86% | 11.00% | 19.05% |
| Max Drawdown ⓘ | -13.45% | -19.19% | -19.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.55 | -0.51 | 0.09 |
| Calmar Ratio ⓘ | -0.29 | -0.19 | 0.30 |
| Sortino Ratio ⓘ | -0.83 | -0.80 | 0.12 |