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 ⓘ | -9.25% | -9.03% | -1.04% |
| Price Trend ⓘ | -0.65 | -0.80 | 0.14 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.51% | 19.40% | 26.09% |
| Max Drawdown ⓘ | -15.48% | -18.77% | -18.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.75 | -0.56 | -0.19 |
| Calmar Ratio ⓘ | -0.60 | -0.48 | -0.06 |
| Sortino Ratio ⓘ | -1.29 | -0.86 | -0.31 |