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 ⓘ | -13.77% | -5.64% | -14.43% |
| Price Trend ⓘ | -0.60 | -0.35 | -0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.97% | 18.52% | 24.57% |
| Max Drawdown ⓘ | -17.83% | -19.56% | -19.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.98 | -0.40 | -0.75 |
| Calmar Ratio ⓘ | -0.77 | -0.29 | -0.72 |
| Sortino Ratio ⓘ | -1.97 | -0.74 | -1.25 |