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 ⓘ | -31.81% | -26.99% | -16.29% |
| Price Trend ⓘ | -0.80 | -0.72 | 0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.21% | 33.58% | 53.20% |
| Max Drawdown ⓘ | -33.18% | -40.34% | -40.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.48 | -0.86 | -0.39 |
| Calmar Ratio ⓘ | -0.96 | -0.67 | -0.40 |
| Sortino Ratio ⓘ | -1.46 | -1.01 | -0.48 |