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 ⓘ | -4.05% | -7.84% | -5.44% |
| Price Trend ⓘ | -0.32 | -0.69 | 0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.16% | 34.28% | 57.32% |
| Max Drawdown ⓘ | -26.34% | -41.47% | -41.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | -0.28 | -0.17 |
| Calmar Ratio ⓘ | -0.15 | -0.19 | -0.13 |
| Sortino Ratio ⓘ | -0.45 | -0.51 | -0.26 |