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 ⓘ | -14.05% | -9.20% | -0.50% |
| Price Trend ⓘ | -0.89 | -0.09 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.62% | 17.38% | 20.96% |
| Max Drawdown ⓘ | -18.97% | -18.97% | -18.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.42 | -0.65 | -0.24 |
| Calmar Ratio ⓘ | -0.74 | -0.48 | -0.03 |
| Sortino Ratio ⓘ | -1.51 | -0.78 | -0.29 |