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 ⓘ | -10.29% | -23.19% | -38.00% |
| Price Trend ⓘ | -0.76 | -0.86 | -0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.68% | 19.12% | 33.34% |
| Max Drawdown ⓘ | -14.98% | -25.07% | -43.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.82 | -1.32 | -1.27 |
| Calmar Ratio ⓘ | -0.69 | -0.92 | -0.87 |
| Sortino Ratio ⓘ | -1.21 | -1.78 | -1.35 |