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 ⓘ | -9.49% | -0.88% | -11.06% |
| Price Trend ⓘ | -0.70 | 0.08 | -0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.92% | 14.52% | 17.78% |
| Max Drawdown ⓘ | -15.49% | -15.49% | -17.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.95 | -0.19 | -0.84 |
| Calmar Ratio ⓘ | -0.61 | -0.06 | -0.63 |
| Sortino Ratio ⓘ | -1.61 | -0.30 | -1.31 |