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 ⓘ | -15.65% | -29.80% | -22.46% |
| Price Trend ⓘ | -0.69 | -0.76 | 0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.27% | 23.02% | 39.59% |
| Max Drawdown ⓘ | -29.67% | -38.51% | -38.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.91 | -1.38 | -0.67 |
| Calmar Ratio ⓘ | -0.53 | -0.77 | -0.58 |
| Sortino Ratio ⓘ | -1.01 | -1.74 | -0.94 |