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 ⓘ | 0.32% | -14.35% | -19.83% |
| Price Trend ⓘ | -0.25 | -0.75 | -0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.44% | 22.96% | 27.12% |
| Max Drawdown ⓘ | -10.88% | -28.48% | -30.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | -0.70 | -0.88 |
| Calmar Ratio ⓘ | 0.03 | -0.50 | -0.65 |
| Sortino Ratio ⓘ | -0.06 | -0.69 | -0.92 |