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 ⓘ | -4.72% | 0.15% | -14.40% |
| Price Trend ⓘ | -0.85 | -0.42 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.45% | 20.42% | 25.38% |
| Max Drawdown ⓘ | -14.10% | -15.94% | -26.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | -0.10 | -0.75 |
| Calmar Ratio ⓘ | -0.33 | 0.01 | -0.55 |
| Sortino Ratio ⓘ | -0.68 | -0.13 | -0.99 |