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 ⓘ | -10.28% | -12.14% | -10.95% |
| Price Trend ⓘ | -0.87 | -0.88 | -0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.59% | 15.50% | 30.53% |
| Max Drawdown ⓘ | -15.94% | -22.32% | -24.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.17 | -0.91 | -0.49 |
| Calmar Ratio ⓘ | -0.64 | -0.54 | -0.44 |
| Sortino Ratio ⓘ | -1.95 | -1.23 | -0.61 |