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 ⓘ | -12.19% | -5.97% | -2.30% |
| Price Trend ⓘ | -0.62 | -0.33 | -0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.09% | 22.50% | 41.80% |
| Max Drawdown ⓘ | -22.05% | -22.05% | -35.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.77 | -0.35 | -0.15 |
| Calmar Ratio ⓘ | -0.55 | -0.27 | -0.06 |
| Sortino Ratio ⓘ | -1.21 | -0.56 | -0.24 |