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 ⓘ | -12.77% | -6.46% | -5.51% |
| Price Trend ⓘ | -0.93 | -0.53 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.16% | 10.98% | 18.90% |
| Max Drawdown ⓘ | -13.78% | -14.17% | -14.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.92 | -0.77 | -0.52 |
| Calmar Ratio ⓘ | -0.93 | -0.46 | -0.39 |
| Sortino Ratio ⓘ | -2.78 | -1.18 | -0.85 |