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 ⓘ | -5.66% | -3.87% | -10.42% |
| Price Trend ⓘ | -0.95 | -0.73 | -0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.32% | 16.68% | 18.83% |
| Max Drawdown ⓘ | -9.13% | -22.44% | -22.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.27 | -0.36 | -0.80 |
| Calmar Ratio ⓘ | -0.62 | -0.17 | -0.46 |
| Sortino Ratio ⓘ | -1.95 | -0.43 | -1.01 |