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 ⓘ | -14.64% | -22.27% | -37.24% |
| Price Trend ⓘ | -0.92 | -0.54 | -0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.18% | 24.72% | 34.04% |
| Max Drawdown ⓘ | -19.97% | -26.06% | -43.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.19 | -0.99 | -1.23 |
| Calmar Ratio ⓘ | -0.73 | -0.85 | -0.86 |
| Sortino Ratio ⓘ | -1.45 | -1.04 | -1.27 |