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 ⓘ | -12.53% | -0.67% | -11.74% |
| Price Trend ⓘ | -0.46 | -0.15 | 0.01 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.34% | 31.98% | 37.29% |
| Max Drawdown ⓘ | -22.55% | -24.10% | -24.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.78 | -0.09 | -0.44 |
| Calmar Ratio ⓘ | -0.56 | -0.03 | -0.49 |
| Sortino Ratio ⓘ | -0.89 | -0.14 | -0.72 |