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 ⓘ | -19.46% | -17.35% | -17.72% |
| Price Trend ⓘ | -0.95 | -0.87 | -0.01 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.28% | 21.86% | 30.72% |
| Max Drawdown ⓘ | -29.53% | -33.09% | -33.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.18 | -0.88 | -0.71 |
| Calmar Ratio ⓘ | -0.66 | -0.52 | -0.54 |
| Sortino Ratio ⓘ | -1.44 | -1.14 | -0.97 |