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 ⓘ | -16.17% | -34.74% | -6.58% |
| Price Trend ⓘ | -0.81 | -0.92 | -0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.60% | 26.28% | 49.23% |
| Max Drawdown ⓘ | -22.70% | -42.63% | -42.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.88 | -1.40 | -0.22 |
| Calmar Ratio ⓘ | -0.71 | -0.82 | -0.15 |
| Sortino Ratio ⓘ | -1.28 | -2.33 | -0.39 |