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 ⓘ | -31.99% | -34.17% | -22.59% |
| Price Trend ⓘ | -0.95 | -0.93 | -0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.74% | 28.27% | 38.70% |
| Max Drawdown ⓘ | -40.38% | -49.93% | -49.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.39 | -1.28 | -0.69 |
| Calmar Ratio ⓘ | -0.79 | -0.68 | -0.45 |
| Sortino Ratio ⓘ | -1.71 | -1.58 | -0.92 |