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 ⓘ | -4.52% | 6.55% | -17.04% |
| Price Trend ⓘ | -0.45 | -0.26 | -0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.72% | 27.62% | 46.49% |
| Max Drawdown ⓘ | -14.53% | -19.29% | -48.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | 0.16 | -0.46 |
| Calmar Ratio ⓘ | -0.31 | 0.34 | -0.35 |
| Sortino Ratio ⓘ | -0.43 | 0.29 | -0.68 |