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 ⓘ | -8.62% | -7.64% | -3.23% |
| Price Trend ⓘ | -0.90 | -0.84 | -0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.31% | 15.15% | 18.14% |
| Max Drawdown ⓘ | -15.42% | -18.68% | -18.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.17 | -0.64 | -0.43 |
| Calmar Ratio ⓘ | -0.56 | -0.41 | -0.17 |
| Sortino Ratio ⓘ | -1.69 | -0.78 | -0.54 |