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 ⓘ | -2.86% | -9.96% | -5.09% |
| Price Trend ⓘ | -0.59 | -0.61 | -0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.34% | 16.26% | 20.77% |
| Max Drawdown ⓘ | -11.95% | -16.00% | -16.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.36 | -0.73 | -0.44 |
| Calmar Ratio ⓘ | -0.24 | -0.62 | -0.31 |
| Sortino Ratio ⓘ | -0.57 | -0.90 | -0.55 |