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 ⓘ | -20.51% | -24.64% | -38.20% |
| Price Trend ⓘ | -0.94 | -0.85 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.82% | 14.73% | 24.27% |
| Max Drawdown ⓘ | -22.45% | -24.73% | -39.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.82 | -1.81 | -1.75 |
| Calmar Ratio ⓘ | -0.91 | -1.00 | -0.97 |
| Sortino Ratio ⓘ | -2.34 | -2.39 | -2.09 |