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 ⓘ | -20.02% | -20.95% | -36.57% |
| Price Trend ⓘ | -0.98 | -0.91 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.04% | 15.75% | 27.81% |
| Max Drawdown ⓘ | -21.65% | -25.72% | -36.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.90 | -1.46 | -1.47 |
| Calmar Ratio ⓘ | -0.92 | -0.81 | -1.00 |
| Sortino Ratio ⓘ | -2.60 | -2.14 | -1.66 |