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 ⓘ | -17.26% | -20.63% | -19.86% |
| Price Trend ⓘ | -0.58 | -0.26 | -0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.34% | 27.62% | 34.44% |
| Max Drawdown ⓘ | -28.85% | -28.85% | -37.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.95 | -0.82 | -0.71 |
| Calmar Ratio ⓘ | -0.60 | -0.72 | -0.53 |
| Sortino Ratio ⓘ | -1.02 | -1.10 | -0.93 |