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 ⓘ | -3.16% | -1.17% | -16.50% |
| Price Trend ⓘ | 0.41 | -0.66 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.93% | 21.72% | 29.33% |
| Max Drawdown ⓘ | -14.47% | -22.29% | -30.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | -0.14 | -0.70 |
| Calmar Ratio ⓘ | -0.22 | -0.05 | -0.54 |
| Sortino Ratio ⓘ | -0.45 | -0.20 | -0.98 |