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 ⓘ | -9.39% | -15.99% | -4.26% |
| Price Trend ⓘ | -0.71 | -0.84 | -0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.56% | 17.49% | 26.90% |
| Max Drawdown ⓘ | -16.97% | -26.42% | -30.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.76 | -1.02 | -0.31 |
| Calmar Ratio ⓘ | -0.55 | -0.61 | -0.14 |
| Sortino Ratio ⓘ | -0.88 | -1.21 | -0.37 |