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 ⓘ | -2.48% | -8.02% | -6.92% |
| Price Trend ⓘ | -0.25 | -0.86 | -0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.54% | 23.38% | 42.10% |
| Max Drawdown ⓘ | -17.37% | -26.94% | -34.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.19 | -0.43 | -0.26 |
| Calmar Ratio ⓘ | -0.14 | -0.30 | -0.20 |
| Sortino Ratio ⓘ | -0.22 | -0.57 | -0.37 |