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 ⓘ | -12.89% | -12.11% | 1.71% |
| Price Trend ⓘ | -0.37 | -0.75 | 0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.29% | 22.92% | 37.72% |
| Max Drawdown ⓘ | -21.62% | -25.37% | -34.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.85 | -0.62 | -0.06 |
| Calmar Ratio ⓘ | -0.60 | -0.48 | 0.05 |
| Sortino Ratio ⓘ | -0.90 | -0.84 | -0.09 |