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 ⓘ | -18.73% | -27.01% | -41.58% |
| Price Trend ⓘ | -0.86 | -0.78 | -0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.67% | 21.50% | 32.81% |
| Max Drawdown ⓘ | -31.00% | -32.87% | -45.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.18 | -1.35 | -1.39 |
| Calmar Ratio ⓘ | -0.60 | -0.82 | -0.92 |
| Sortino Ratio ⓘ | -1.41 | -1.73 | -1.60 |