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 ⓘ | -19.79% | -0.16% | -21.79% |
| Price Trend ⓘ | -0.87 | 0.23 | -0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.02% | 23.40% | 27.92% |
| Max Drawdown ⓘ | -21.94% | -22.89% | -25.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.09 | -0.09 | -0.92 |
| Calmar Ratio ⓘ | -0.90 | -0.01 | -0.85 |
| Sortino Ratio ⓘ | -1.11 | -0.10 | -1.14 |