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 ⓘ | -9.61% | -16.06% | -25.66% |
| Price Trend ⓘ | -0.01 | -0.55 | -0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.29% | 19.58% | 31.18% |
| Max Drawdown ⓘ | -15.63% | -18.56% | -34.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.69 | -0.92 | -0.96 |
| Calmar Ratio ⓘ | -0.61 | -0.87 | -0.74 |
| Sortino Ratio ⓘ | -0.90 | -1.31 | -1.10 |