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 ⓘ | -22.57% | -19.89% | -42.98% |
| Price Trend ⓘ | -0.91 | -0.70 | -0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.70% | 21.11% | 36.03% |
| Max Drawdown ⓘ | -26.93% | -30.28% | -45.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.41 | -1.04 | -1.31 |
| Calmar Ratio ⓘ | -0.84 | -0.66 | -0.95 |
| Sortino Ratio ⓘ | -1.75 | -1.31 | -1.47 |