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 ⓘ | -12.38% | 0.98% | -18.61% |
| Price Trend ⓘ | -0.83 | -0.22 | -0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.17% | 21.40% | 36.28% |
| Max Drawdown ⓘ | -17.36% | -17.36% | -31.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.88 | -0.05 | -0.63 |
| Calmar Ratio ⓘ | -0.71 | 0.06 | -0.60 |
| Sortino Ratio ⓘ | -1.06 | -0.07 | -0.79 |