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 ⓘ | -16.99% | 5.95% | -15.04% |
| Price Trend ⓘ | -0.92 | -0.13 | -0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.16% | 25.61% | 39.80% |
| Max Drawdown ⓘ | -21.00% | -22.86% | -34.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.19 | 0.15 | -0.48 |
| Calmar Ratio ⓘ | -0.81 | 0.26 | -0.44 |
| Sortino Ratio ⓘ | -2.04 | 0.33 | -0.72 |