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 ⓘ | -3.01% | -17.85% | -12.51% |
| Price Trend ⓘ | -0.12 | -0.88 | -0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.31% | 15.16% | 32.14% |
| Max Drawdown ⓘ | -13.35% | -29.30% | -41.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.48 | -1.31 | -0.52 |
| Calmar Ratio ⓘ | -0.23 | -0.61 | -0.30 |
| Sortino Ratio ⓘ | -0.56 | -1.48 | -0.61 |