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 ⓘ | -3.37% | -2.67% | -6.24% |
| Price Trend ⓘ | -0.23 | 0.36 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.54% | 12.37% | 16.45% |
| Max Drawdown ⓘ | -10.91% | -10.91% | -17.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.45 | -0.36 | -0.62 |
| Calmar Ratio ⓘ | -0.31 | -0.24 | -0.35 |
| Sortino Ratio ⓘ | -0.59 | -0.53 | -0.93 |