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 ⓘ | -6.50% | -12.14% | -4.55% |
| Price Trend ⓘ | -0.65 | -0.79 | -0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.66% | 27.78% | 39.29% |
| Max Drawdown ⓘ | -15.53% | -27.02% | -31.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.40 | -0.51 | -0.22 |
| Calmar Ratio ⓘ | -0.42 | -0.45 | -0.14 |
| Sortino Ratio ⓘ | -0.58 | -0.81 | -0.33 |