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 ⓘ | -20.20% | 2.45% | -30.88% |
| Price Trend ⓘ | -0.74 | -0.05 | -0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.30% | 20.78% | 32.03% |
| Max Drawdown ⓘ | -24.15% | -24.71% | -34.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.38 | 0.03 | -1.09 |
| Calmar Ratio ⓘ | -0.84 | 0.10 | -0.89 |
| Sortino Ratio ⓘ | -2.30 | 0.05 | -1.16 |