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 ⓘ | -16.80% | -12.57% | -11.59% |
| Price Trend ⓘ | -0.95 | -0.52 | -0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.54% | 16.09% | 27.87% |
| Max Drawdown ⓘ | -21.45% | -22.12% | -25.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.69 | -0.91 | -0.57 |
| Calmar Ratio ⓘ | -0.78 | -0.57 | -0.45 |
| Sortino Ratio ⓘ | -2.31 | -1.32 | -0.66 |