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 ⓘ | 0.46% | -4.34% | -25.15% |
| Price Trend ⓘ | -0.61 | -0.79 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.79% | 15.80% | 22.17% |
| Max Drawdown ⓘ | -9.50% | -13.00% | -29.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | -0.39 | -1.31 |
| Calmar Ratio ⓘ | 0.05 | -0.33 | -0.86 |
| Sortino Ratio ⓘ | -0.06 | -0.58 | -1.87 |