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 ⓘ | -10.21% | -14.24% | -32.88% |
| Price Trend ⓘ | -0.30 | -0.71 | -0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.56% | 20.59% | 33.50% |
| Max Drawdown ⓘ | -14.44% | -17.63% | -38.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | -0.79 | -1.11 |
| Calmar Ratio ⓘ | -0.71 | -0.81 | -0.86 |
| Sortino Ratio ⓘ | -1.04 | -1.21 | -1.75 |