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 ⓘ | -15.92% | -13.52% | -0.76% |
| Price Trend ⓘ | -0.79 | -0.42 | -0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.22% | 27.03% | 36.06% |
| Max Drawdown ⓘ | -21.97% | -22.36% | -24.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.93 | -0.58 | -0.15 |
| Calmar Ratio ⓘ | -0.72 | -0.60 | -0.03 |
| Sortino Ratio ⓘ | -0.87 | -0.72 | -0.21 |