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 ⓘ | -14.51% | -36.05% | -32.12% |
| Price Trend ⓘ | -0.21 | -0.28 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.25% | 37.92% | 45.83% |
| Max Drawdown ⓘ | -23.83% | -38.95% | -49.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | -1.01 | -0.80 |
| Calmar Ratio ⓘ | -0.61 | -0.93 | -0.65 |
| Sortino Ratio ⓘ | -1.26 | -1.81 | -1.34 |