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 ⓘ | -12.85% | -8.52% | -22.07% |
| Price Trend ⓘ | -0.60 | 0.45 | -0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.51% | 23.63% | 31.10% |
| Max Drawdown ⓘ | -29.22% | -29.22% | -29.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.71 | -0.44 | -0.84 |
| Calmar Ratio ⓘ | -0.44 | -0.29 | -0.76 |
| Sortino Ratio ⓘ | -0.73 | -0.49 | -1.03 |