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 ⓘ | -7.01% | -5.81% | -15.11% |
| Price Trend ⓘ | -0.96 | -0.79 | -0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.46% | 20.33% | 23.87% |
| Max Drawdown ⓘ | -11.21% | -28.39% | -28.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.25 | -0.39 | -0.82 |
| Calmar Ratio ⓘ | -0.63 | -0.20 | -0.53 |
| Sortino Ratio ⓘ | -1.89 | -0.46 | -1.07 |