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 ⓘ | -10.87% | -13.21% | -28.27% |
| Price Trend ⓘ | -0.84 | -0.90 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.25% | 14.97% | 24.34% |
| Max Drawdown ⓘ | -17.46% | -24.41% | -40.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.05 | -1.01 | -1.33 |
| Calmar Ratio ⓘ | -0.62 | -0.54 | -0.69 |
| Sortino Ratio ⓘ | -1.20 | -1.28 | -1.55 |