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 ⓘ | -14.79% | -10.79% | -6.69% |
| Price Trend ⓘ | -0.94 | -0.73 | 0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.38% | 17.27% | 30.38% |
| Max Drawdown ⓘ | -15.18% | -15.86% | -22.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -2.14 | -0.74 | -0.36 |
| Calmar Ratio ⓘ | -0.97 | -0.68 | -0.30 |
| Sortino Ratio ⓘ | -3.25 | -0.95 | -0.44 |