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 ⓘ | -4.30% | 2.07% | -13.48% |
| Price Trend ⓘ | -0.81 | -0.49 | -0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.70% | 24.87% | 38.91% |
| Max Drawdown ⓘ | -15.45% | -25.52% | -33.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.36 | 0.00 | -0.46 |
| Calmar Ratio ⓘ | -0.28 | 0.08 | -0.40 |
| Sortino Ratio ⓘ | -0.45 | 0.00 | -0.54 |