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 ⓘ | -23.08% | -20.62% | -7.05% |
| Price Trend ⓘ | -0.94 | -0.28 | 0.01 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.11% | 24.73% | 32.52% |
| Max Drawdown ⓘ | -28.51% | -28.51% | -29.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.49 | -0.91 | -0.34 |
| Calmar Ratio ⓘ | -0.81 | -0.72 | -0.24 |
| Sortino Ratio ⓘ | -1.62 | -1.40 | -0.54 |