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 ⓘ | -4.15% | -12.74% | -8.21% |
| Price Trend ⓘ | -0.58 | -0.71 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.82% | 15.45% | 24.24% |
| Max Drawdown ⓘ | -14.40% | -16.90% | -16.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.40 | -0.95 | -0.51 |
| Calmar Ratio ⓘ | -0.29 | -0.75 | -0.48 |
| Sortino Ratio ⓘ | -0.56 | -1.35 | -0.64 |