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 ⓘ | -13.84% | -7.01% | -10.73% |
| Price Trend ⓘ | -0.96 | -0.35 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.07% | 12.27% | 16.24% |
| Max Drawdown ⓘ | -19.04% | -19.04% | -19.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.62 | -0.72 | -0.90 |
| Calmar Ratio ⓘ | -0.73 | -0.37 | -0.56 |
| Sortino Ratio ⓘ | -2.16 | -1.07 | -1.41 |