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 ⓘ | -17.04% | -18.57% | -8.59% |
| Price Trend ⓘ | -0.90 | -0.89 | -0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.19% | 20.99% | 36.18% |
| Max Drawdown ⓘ | -25.57% | -30.84% | -37.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.27 | -0.98 | -0.36 |
| Calmar Ratio ⓘ | -0.67 | -0.60 | -0.23 |
| Sortino Ratio ⓘ | -2.35 | -1.76 | -0.65 |