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 ⓘ | -4.86% | -1.78% | -9.30% |
| Price Trend ⓘ | -0.63 | 0.16 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.25% | 15.14% | 28.41% |
| Max Drawdown ⓘ | -10.18% | -10.18% | -21.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.52 | -0.25 | -0.48 |
| Calmar Ratio ⓘ | -0.48 | -0.17 | -0.42 |
| Sortino Ratio ⓘ | -0.61 | -0.32 | -0.57 |