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 ⓘ | -16.04% | -27.44% | -20.49% |
| Price Trend ⓘ | -0.90 | -0.97 | -0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.45% | 15.54% | 32.47% |
| Max Drawdown ⓘ | -18.17% | -29.23% | -39.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.49 | -1.90 | -0.76 |
| Calmar Ratio ⓘ | -0.88 | -0.94 | -0.52 |
| Sortino Ratio ⓘ | -1.83 | -2.28 | -0.94 |