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 ⓘ | -20.16% | -0.84% | -3.85% |
| Price Trend ⓘ | -0.71 | -0.28 | 0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.68% | 20.72% | 25.51% |
| Max Drawdown ⓘ | -21.86% | -23.77% | -23.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.34 | -0.13 | -0.31 |
| Calmar Ratio ⓘ | -0.92 | -0.04 | -0.16 |
| Sortino Ratio ⓘ | -2.25 | -0.22 | -0.54 |