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 ⓘ | -19.58% | -33.47% | -20.19% |
| Price Trend ⓘ | -0.93 | -0.75 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.21% | 22.24% | 27.95% |
| Max Drawdown ⓘ | -25.59% | -38.57% | -39.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.45 | -1.60 | -0.89 |
| Calmar Ratio ⓘ | -0.76 | -0.87 | -0.51 |
| Sortino Ratio ⓘ | -1.76 | -1.95 | -1.10 |