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 ⓘ | -26.11% | -27.17% | -8.85% |
| Price Trend ⓘ | -0.93 | -0.71 | 0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.52% | 25.72% | 29.76% |
| Max Drawdown ⓘ | -32.18% | -32.44% | -32.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.32 | -1.13 | -0.43 |
| Calmar Ratio ⓘ | -0.81 | -0.84 | -0.27 |
| Sortino Ratio ⓘ | -1.21 | -1.06 | -0.42 |