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 ⓘ | -17.18% | -2.13% | -3.88% |
| Price Trend ⓘ | -0.82 | -0.11 | 0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.60% | 15.19% | 19.94% |
| Max Drawdown ⓘ | -20.10% | -20.10% | -20.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.56 | -0.26 | -0.39 |
| Calmar Ratio ⓘ | -0.85 | -0.11 | -0.19 |
| Sortino Ratio ⓘ | -2.33 | -0.41 | -0.54 |