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 ⓘ | -4.24% | -2.20% | -2.39% |
| Price Trend ⓘ | -0.65 | -0.62 | 0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.05% | 13.08% | 21.90% |
| Max Drawdown ⓘ | -10.08% | -12.12% | -15.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.52 | -0.32 | -0.30 |
| Calmar Ratio ⓘ | -0.42 | -0.18 | -0.15 |
| Sortino Ratio ⓘ | -0.77 | -0.46 | -0.44 |