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 ⓘ | -4.52% | -23.63% | -34.56% |
| Price Trend ⓘ | -0.18 | -0.89 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.50% | 17.94% | 26.34% |
| Max Drawdown ⓘ | -15.07% | -29.40% | -44.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.41 | -1.42 | -1.47 |
| Calmar Ratio ⓘ | -0.30 | -0.80 | -0.77 |
| Sortino Ratio ⓘ | -0.46 | -1.73 | -1.72 |