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 ⓘ | -20.85% | -7.82% | -15.50% |
| Price Trend ⓘ | -0.89 | -0.21 | -0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.69% | 26.26% | 32.16% |
| Max Drawdown ⓘ | -22.49% | -22.49% | -22.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.59 | -0.37 | -0.60 |
| Calmar Ratio ⓘ | -0.93 | -0.35 | -0.69 |
| Sortino Ratio ⓘ | -2.48 | -0.82 | -1.22 |