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 ⓘ | -3.63% | -9.45% | -9.38% |
| Price Trend ⓘ | -0.55 | -0.53 | -0.35 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.65% | 15.28% | 24.15% |
| Max Drawdown ⓘ | -14.10% | -14.10% | -17.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.36 | -0.74 | -0.56 |
| Calmar Ratio ⓘ | -0.26 | -0.67 | -0.54 |
| Sortino Ratio ⓘ | -0.49 | -1.04 | -0.71 |