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 ⓘ | -10.61% | -8.80% | -19.64% |
| Price Trend ⓘ | -0.71 | 0.29 | -0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.05% | 28.20% | 39.47% |
| Max Drawdown ⓘ | -17.65% | -23.15% | -33.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.78 | -0.39 | -0.61 |
| Calmar Ratio ⓘ | -0.60 | -0.38 | -0.58 |
| Sortino Ratio ⓘ | -1.27 | -0.73 | -0.85 |