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 ⓘ | -3.40% | -3.82% | -3.35% |
| Price Trend ⓘ | -0.78 | -0.81 | -0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.47% | 13.88% | 18.45% |
| Max Drawdown ⓘ | -10.83% | -13.50% | -14.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.60 | -0.43 | -0.43 |
| Calmar Ratio ⓘ | -0.31 | -0.28 | -0.23 |
| Sortino Ratio ⓘ | -0.86 | -0.57 | -0.55 |