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 ⓘ | -2.85% | -7.92% | -1.75% |
| Price Trend ⓘ | -0.63 | -0.87 | -0.00 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.83% | 12.81% | 18.75% |
| Max Drawdown ⓘ | -12.76% | -18.13% | -18.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.39 | -0.78 | -0.32 |
| Calmar Ratio ⓘ | -0.22 | -0.44 | -0.10 |
| Sortino Ratio ⓘ | -0.49 | -1.09 | -0.46 |