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 ⓘ | -18.64% | -0.31% | -13.03% |
| Price Trend ⓘ | -0.86 | -0.25 | 0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.59% | 24.18% | 45.65% |
| Max Drawdown ⓘ | -21.27% | -22.65% | -37.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.18 | -0.10 | -0.38 |
| Calmar Ratio ⓘ | -0.88 | -0.01 | -0.35 |
| Sortino Ratio ⓘ | -1.59 | -0.16 | -0.58 |