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 ⓘ | -5.33% | -17.22% | -33.59% |
| Price Trend ⓘ | 0.74 | -0.78 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.83% | 31.31% | 37.30% |
| Max Drawdown ⓘ | -17.06% | -39.25% | -45.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.26 | -0.61 | -1.01 |
| Calmar Ratio ⓘ | -0.31 | -0.44 | -0.75 |
| Sortino Ratio ⓘ | -0.26 | -0.58 | -1.07 |