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 ⓘ | -4.09% | -10.84% | -13.67% |
| Price Trend ⓘ | -0.84 | -0.80 | -0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.77% | 10.78% | 18.47% |
| Max Drawdown ⓘ | -8.62% | -13.18% | -16.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.65 | -1.19 | -0.97 |
| Calmar Ratio ⓘ | -0.47 | -0.82 | -0.81 |
| Sortino Ratio ⓘ | -0.99 | -1.76 | -1.27 |