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 ⓘ | -5.89% | -13.93% | -8.49% |
| Price Trend ⓘ | -0.79 | -0.85 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.98% | 14.84% | 22.43% |
| Max Drawdown ⓘ | -13.01% | -20.83% | -20.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.69 | -1.08 | -0.57 |
| Calmar Ratio ⓘ | -0.45 | -0.67 | -0.41 |
| Sortino Ratio ⓘ | -0.95 | -1.37 | -0.79 |