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 ⓘ | -5.86% | -10.59% | -26.75% |
| Price Trend ⓘ | -0.72 | -0.90 | -0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.07% | 15.83% | 23.37% |
| Max Drawdown ⓘ | -17.88% | -24.34% | -37.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.57 | -0.79 | -1.32 |
| Calmar Ratio ⓘ | -0.33 | -0.44 | -0.71 |
| Sortino Ratio ⓘ | -0.80 | -1.18 | -1.81 |