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 ⓘ | -26.15% | -18.01% | -2.37% |
| Price Trend ⓘ | -0.62 | -0.76 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.19% | 27.59% | 38.21% |
| Max Drawdown ⓘ | -30.46% | -35.02% | -35.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.28 | -0.72 | -0.17 |
| Calmar Ratio ⓘ | -0.86 | -0.51 | -0.07 |
| Sortino Ratio ⓘ | -1.66 | -0.93 | -0.23 |