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 ⓘ | -7.57% | -24.40% | -16.47% |
| Price Trend ⓘ | 0.15 | -0.82 | -0.38 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.58% | 29.40% | 36.90% |
| Max Drawdown ⓘ | -16.77% | -44.84% | -44.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.43 | -0.89 | -0.55 |
| Calmar Ratio ⓘ | -0.45 | -0.54 | -0.37 |
| Sortino Ratio ⓘ | -0.77 | -1.27 | -0.77 |