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 ⓘ | -9.31% | -3.24% | -2.78% |
| Price Trend ⓘ | -0.62 | -0.49 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.86% | 14.33% | 23.65% |
| Max Drawdown ⓘ | -14.31% | -16.18% | -19.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.87 | -0.37 | -0.30 |
| Calmar Ratio ⓘ | -0.65 | -0.20 | -0.14 |
| Sortino Ratio ⓘ | -1.01 | -0.47 | -0.38 |