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 ⓘ | -15.13% | -11.55% | -9.17% |
| Price Trend ⓘ | -0.94 | -0.63 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.95% | 10.16% | 18.79% |
| Max Drawdown ⓘ | -15.70% | -15.70% | -15.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -2.03 | -1.34 | -0.71 |
| Calmar Ratio ⓘ | -0.96 | -0.74 | -0.58 |
| Sortino Ratio ⓘ | -3.11 | -2.05 | -1.04 |