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 ⓘ | -22.74% | -28.80% | -24.79% |
| Price Trend ⓘ | -0.83 | -0.78 | -0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.34% | 23.49% | 30.44% |
| Max Drawdown ⓘ | -27.67% | -32.06% | -32.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.11 | -1.31 | -0.95 |
| Calmar Ratio ⓘ | -0.82 | -0.90 | -0.77 |
| Sortino Ratio ⓘ | -1.02 | -1.25 | -0.97 |