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 ⓘ | -11.17% | -17.49% | -16.07% |
| Price Trend ⓘ | -0.91 | -0.94 | -0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.20% | 12.84% | 25.12% |
| Max Drawdown ⓘ | -13.33% | -19.87% | -19.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.32 | -1.52 | -0.81 |
| Calmar Ratio ⓘ | -0.84 | -0.88 | -0.81 |
| Sortino Ratio ⓘ | -1.79 | -2.10 | -0.95 |