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 ⓘ | -9.13% | -3.58% | -27.63% |
| Price Trend ⓘ | -0.74 | -0.40 | -0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.05% | 15.05% | 24.65% |
| Max Drawdown ⓘ | -15.47% | -15.47% | -32.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.83 | -0.36 | -1.28 |
| Calmar Ratio ⓘ | -0.59 | -0.23 | -0.85 |
| Sortino Ratio ⓘ | -1.12 | -0.52 | -1.39 |