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 ⓘ | -12.90% | 8.33% | -11.99% |
| Price Trend ⓘ | -0.16 | -0.20 | -0.35 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.06% | 36.97% | 46.98% |
| Max Drawdown ⓘ | -20.67% | -26.21% | -44.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | 0.18 | -0.34 |
| Calmar Ratio ⓘ | -0.62 | 0.32 | -0.27 |
| Sortino Ratio ⓘ | -1.00 | 0.33 | -0.57 |