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 ⓘ | -21.30% | -17.17% | -0.36% |
| Price Trend ⓘ | -0.64 | -0.51 | -0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.76% | 40.09% | 51.25% |
| Max Drawdown ⓘ | -34.40% | -35.33% | -40.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.72 | -0.47 | -0.08 |
| Calmar Ratio ⓘ | -0.62 | -0.49 | -0.01 |
| Sortino Ratio ⓘ | -0.79 | -0.56 | -0.11 |