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 ⓘ | -3.43% | -12.19% | -13.67% |
| Price Trend ⓘ | -0.63 | -0.92 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.65% | 12.92% | 20.88% |
| Max Drawdown ⓘ | -11.34% | -18.65% | -21.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | -1.10 | -0.86 |
| Calmar Ratio ⓘ | -0.30 | -0.65 | -0.63 |
| Sortino Ratio ⓘ | -0.87 | -1.87 | -1.27 |