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 ⓘ | -2.76% | -21.30% | -29.79% |
| Price Trend ⓘ | 0.02 | -0.83 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.70% | 19.66% | 28.66% |
| Max Drawdown ⓘ | -10.54% | -27.25% | -41.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | -1.19 | -1.19 |
| Calmar Ratio ⓘ | -0.26 | -0.78 | -0.72 |
| Sortino Ratio ⓘ | -0.44 | -1.62 | -1.57 |