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 ⓘ | -17.55% | -23.37% | -28.47% |
| Price Trend ⓘ | -0.88 | -0.90 | -0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.58% | 21.64% | 34.22% |
| Max Drawdown ⓘ | -22.96% | -37.39% | -37.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.27 | -1.17 | -0.96 |
| Calmar Ratio ⓘ | -0.76 | -0.63 | -0.76 |
| Sortino Ratio ⓘ | -2.25 | -1.47 | -1.42 |