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 ⓘ | -15.06% | -19.65% | 1.73% |
| Price Trend ⓘ | -0.88 | -0.84 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.85% | 18.17% | 26.59% |
| Max Drawdown ⓘ | -21.68% | -28.78% | -28.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.01 | -1.19 | -0.09 |
| Calmar Ratio ⓘ | -0.69 | -0.68 | 0.06 |
| Sortino Ratio ⓘ | -1.04 | -1.26 | -0.12 |