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 ⓘ | -2.70% | -7.32% | -6.59% |
| Price Trend ⓘ | -0.55 | -0.58 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.59% | 19.62% | 25.51% |
| Max Drawdown ⓘ | -17.56% | -19.79% | -19.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.21 | -0.47 | -0.42 |
| Calmar Ratio ⓘ | -0.15 | -0.37 | -0.33 |
| Sortino Ratio ⓘ | -0.20 | -0.49 | -0.46 |