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 ⓘ | -3.36% | -10.86% | -9.54% |
| Price Trend ⓘ | -0.53 | -0.92 | -0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.16% | 7.76% | 18.80% |
| Max Drawdown ⓘ | -6.16% | -12.33% | -26.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.70 | -1.66 | -0.73 |
| Calmar Ratio ⓘ | -0.55 | -0.88 | -0.36 |
| Sortino Ratio ⓘ | -1.36 | -2.96 | -0.94 |