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 ⓘ | -5.65% | -6.81% | -3.26% |
| Price Trend ⓘ | -0.69 | 0.26 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.31% | 15.73% | 20.81% |
| Max Drawdown ⓘ | -11.46% | -11.46% | -11.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.58 | -0.55 | -0.35 |
| Calmar Ratio ⓘ | -0.49 | -0.59 | -0.28 |
| Sortino Ratio ⓘ | -0.97 | -0.97 | -0.58 |