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 ⓘ | -6.44% | -9.92% | -13.64% |
| Price Trend ⓘ | -0.62 | -0.60 | -0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.82% | 27.32% | 34.80% |
| Max Drawdown ⓘ | -21.41% | -26.55% | -27.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | -0.44 | -0.51 |
| Calmar Ratio ⓘ | -0.30 | -0.37 | -0.50 |
| Sortino Ratio ⓘ | -0.31 | -0.43 | -0.54 |