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 ⓘ | -1.00% | -2.57% | -0.99% |
| Price Trend ⓘ | -0.69 | -0.76 | 0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.93% | 7.99% | 13.88% |
| Max Drawdown ⓘ | -5.86% | -8.53% | -8.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | -0.58 | -0.38 |
| Calmar Ratio ⓘ | -0.17 | -0.30 | -0.12 |
| Sortino Ratio ⓘ | -0.53 | -0.89 | -0.56 |