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 ⓘ | -16.87% | -27.01% | -17.66% |
| Price Trend ⓘ | -0.85 | -0.83 | -0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.09% | 17.38% | 25.03% |
| Max Drawdown ⓘ | -21.74% | -30.04% | -30.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.36 | -1.67 | -0.88 |
| Calmar Ratio ⓘ | -0.78 | -0.90 | -0.59 |
| Sortino Ratio ⓘ | -1.59 | -1.91 | -1.07 |