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 ⓘ | -24.55% | -12.90% | -12.04% |
| Price Trend ⓘ | -0.67 | 0.25 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.06% | 36.61% | 49.92% |
| Max Drawdown ⓘ | -39.22% | -39.22% | -42.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.85 | -0.41 | -0.32 |
| Calmar Ratio ⓘ | -0.63 | -0.33 | -0.28 |
| Sortino Ratio ⓘ | -1.65 | -0.76 | -0.57 |