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 ⓘ | -2.79% | -6.96% | -13.24% |
| Price Trend ⓘ | -0.44 | -0.88 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.54% | 7.61% | 18.40% |
| Max Drawdown ⓘ | -5.63% | -8.62% | -26.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.67 | -1.18 | -0.94 |
| Calmar Ratio ⓘ | -0.50 | -0.81 | -0.50 |
| Sortino Ratio ⓘ | -1.20 | -2.07 | -1.20 |