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 ⓘ | -18.41% | -15.14% | -6.73% |
| Price Trend ⓘ | -0.67 | 0.04 | 0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.70% | 23.48% | 26.69% |
| Max Drawdown ⓘ | -19.64% | -19.64% | -20.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.10 | -0.73 | -0.42 |
| Calmar Ratio ⓘ | -0.94 | -0.77 | -0.33 |
| Sortino Ratio ⓘ | -1.00 | -0.78 | -0.47 |