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 ⓘ | -3.50% | -8.44% | -0.43% |
| Price Trend ⓘ | -0.58 | -0.82 | -0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.79% | 14.16% | 22.04% |
| Max Drawdown ⓘ | -10.12% | -13.30% | -15.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.41 | -0.74 | -0.21 |
| Calmar Ratio ⓘ | -0.35 | -0.63 | -0.03 |
| Sortino Ratio ⓘ | -0.63 | -1.09 | -0.30 |