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 ⓘ | -30.33% | -17.68% | -14.82% |
| Price Trend ⓘ | -0.88 | -0.64 | 0.07 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.11% | 33.05% | 52.48% |
| Max Drawdown ⓘ | -34.68% | -36.71% | -39.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.11 | -0.60 | -0.36 |
| Calmar Ratio ⓘ | -0.87 | -0.48 | -0.38 |
| Sortino Ratio ⓘ | -1.00 | -0.55 | -0.45 |