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 ⓘ | 0.10% | -8.38% | -19.01% |
| Price Trend ⓘ | -0.72 | -0.67 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.15% | 16.42% | 25.23% |
| Max Drawdown ⓘ | -9.49% | -18.16% | -29.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.07 | -0.63 | -0.91 |
| Calmar Ratio ⓘ | 0.01 | -0.46 | -0.63 |
| Sortino Ratio ⓘ | -0.10 | -0.87 | -1.12 |