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 ⓘ | -8.30% | -6.10% | -3.45% |
| Price Trend ⓘ | -0.05 | -0.76 | -0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.35% | 24.31% | 31.20% |
| Max Drawdown ⓘ | -15.53% | -31.47% | -31.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | -0.33 | -0.24 |
| Calmar Ratio ⓘ | -0.53 | -0.19 | -0.11 |
| Sortino Ratio ⓘ | -0.66 | -0.38 | -0.28 |