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 ⓘ | -8.12% | -10.80% | -12.78% |
| Price Trend ⓘ | -0.78 | -0.85 | -0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.31% | 16.03% | 23.44% |
| Max Drawdown ⓘ | -17.31% | -21.62% | -22.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | -0.79 | -0.72 |
| Calmar Ratio ⓘ | -0.47 | -0.50 | -0.56 |
| Sortino Ratio ⓘ | -0.67 | -0.87 | -0.79 |