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 ⓘ | -2.08% | -7.52% | -16.76% |
| Price Trend ⓘ | -0.07 | -0.84 | -0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.17% | 10.69% | 23.23% |
| Max Drawdown ⓘ | -6.44% | -11.88% | -33.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.37 | -0.89 | -0.90 |
| Calmar Ratio ⓘ | -0.32 | -0.63 | -0.49 |
| Sortino Ratio ⓘ | -0.68 | -1.61 | -1.15 |