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 ⓘ | -9.49% | -11.68% | -7.60% |
| Price Trend ⓘ | 0.53 | -0.72 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.94% | 15.49% | 24.98% |
| Max Drawdown ⓘ | -10.07% | -19.35% | -29.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | -0.88 | -0.47 |
| Calmar Ratio ⓘ | -0.94 | -0.60 | -0.25 |
| Sortino Ratio ⓘ | -1.00 | -1.10 | -0.57 |