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 ⓘ | -14.34% | -24.98% | -5.83% |
| Price Trend ⓘ | -0.75 | -0.59 | -0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.93% | 23.64% | 32.32% |
| Max Drawdown ⓘ | -19.45% | -28.39% | -36.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.19 | -1.15 | -0.32 |
| Calmar Ratio ⓘ | -0.74 | -0.88 | -0.16 |
| Sortino Ratio ⓘ | -1.80 | -1.73 | -0.53 |