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 ⓘ | -12.13% | -27.20% | -28.78% |
| Price Trend ⓘ | -0.78 | -0.89 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.59% | 15.61% | 22.31% |
| Max Drawdown ⓘ | -22.71% | -31.57% | -36.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.04 | -1.87 | -1.47 |
| Calmar Ratio ⓘ | -0.53 | -0.86 | -0.80 |
| Sortino Ratio ⓘ | -1.35 | -2.18 | -1.78 |