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 ⓘ | -17.37% | -22.90% | -24.49% |
| Price Trend ⓘ | -0.91 | -0.91 | -0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.25% | 18.80% | 28.22% |
| Max Drawdown ⓘ | -25.25% | -32.39% | -35.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.29 | -1.32 | -1.01 |
| Calmar Ratio ⓘ | -0.69 | -0.71 | -0.70 |
| Sortino Ratio ⓘ | -1.59 | -1.66 | -1.43 |