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 ⓘ | -3.96% | -15.62% | -2.37% |
| Price Trend ⓘ | -0.08 | -0.88 | -0.38 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.97% | 13.48% | 23.19% |
| Max Drawdown ⓘ | -7.37% | -17.32% | -29.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | -1.31 | -0.29 |
| Calmar Ratio ⓘ | -0.54 | -0.90 | -0.08 |
| Sortino Ratio ⓘ | -0.80 | -2.00 | -0.40 |