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 ⓘ | -7.69% | -16.04% | -33.96% |
| Price Trend ⓘ | -0.90 | -0.73 | -0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.89% | 15.63% | 22.75% |
| Max Drawdown ⓘ | -21.70% | -23.82% | -39.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | -1.16 | -1.68 |
| Calmar Ratio ⓘ | -0.35 | -0.67 | -0.85 |
| Sortino Ratio ⓘ | -1.08 | -1.74 | -2.27 |