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 ⓘ | -3.98% | 1.73% | -14.31% |
| Price Trend ⓘ | -0.84 | -0.12 | -0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.40% | 13.35% | 17.93% |
| Max Drawdown ⓘ | -14.63% | -14.63% | -22.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.47 | -0.01 | -1.02 |
| Calmar Ratio ⓘ | -0.27 | 0.12 | -0.64 |
| Sortino Ratio ⓘ | -0.92 | -0.01 | -1.43 |