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 ⓘ | -13.69% | -16.22% | -4.39% |
| Price Trend ⓘ | -0.91 | -0.70 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.85% | 21.34% | 32.71% |
| Max Drawdown ⓘ | -23.40% | -23.40% | -24.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.92 | -0.85 | -0.26 |
| Calmar Ratio ⓘ | -0.59 | -0.69 | -0.18 |
| Sortino Ratio ⓘ | -1.04 | -1.02 | -0.33 |