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 ⓘ | -12.91% | -5.83% | -3.94% |
| Price Trend ⓘ | -0.13 | -0.33 | 0.38 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.21% | 20.38% | 24.71% |
| Max Drawdown ⓘ | -19.00% | -22.06% | -22.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.97 | -0.38 | -0.32 |
| Calmar Ratio ⓘ | -0.68 | -0.26 | -0.18 |
| Sortino Ratio ⓘ | -1.55 | -0.49 | -0.41 |