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 ⓘ | -16.26% | -25.51% | -8.47% |
| Price Trend ⓘ | -0.81 | -0.95 | -0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.94% | 23.26% | 33.75% |
| Max Drawdown ⓘ | -25.23% | -39.60% | -39.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.91 | -1.18 | -0.37 |
| Calmar Ratio ⓘ | -0.64 | -0.64 | -0.21 |
| Sortino Ratio ⓘ | -0.87 | -1.33 | -0.44 |