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 ⓘ | -21.35% | -3.75% | -6.59% |
| Price Trend ⓘ | -0.94 | -0.02 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.95% | 20.04% | 31.11% |
| Max Drawdown ⓘ | -27.84% | -27.84% | -27.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.40 | -0.29 | -0.35 |
| Calmar Ratio ⓘ | -0.77 | -0.13 | -0.24 |
| Sortino Ratio ⓘ | -1.56 | -0.35 | -0.46 |