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 ⓘ | -1.18% | -3.47% | -5.40% |
| Price Trend ⓘ | -0.76 | -0.84 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.02% | 11.63% | 18.86% |
| Max Drawdown ⓘ | -9.48% | -13.31% | -20.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | -0.47 | -0.51 |
| Calmar Ratio ⓘ | -0.12 | -0.26 | -0.27 |
| Sortino Ratio ⓘ | -0.35 | -0.69 | -0.68 |