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 ⓘ | -36.22% | -26.19% | -24.15% |
| Price Trend ⓘ | -0.81 | -0.27 | 0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.75% | 32.67% | 41.50% |
| Max Drawdown ⓘ | -39.42% | -39.95% | -39.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.57 | -0.87 | -0.69 |
| Calmar Ratio ⓘ | -0.92 | -0.66 | -0.60 |
| Sortino Ratio ⓘ | -1.54 | -0.96 | -0.84 |