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 ⓘ | -9.17% | -25.93% | -24.24% |
| Price Trend ⓘ | -0.09 | 0.19 | -0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.87% | 32.81% | 42.49% |
| Max Drawdown ⓘ | -24.61% | -30.16% | -35.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.47 | -0.85 | -0.68 |
| Calmar Ratio ⓘ | -0.37 | -0.86 | -0.68 |
| Sortino Ratio ⓘ | -0.76 | -1.27 | -1.06 |