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 ⓘ | -33.24% | -9.55% | -25.27% |
| Price Trend ⓘ | -0.93 | -0.55 | -0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.87% | 32.30% | 48.51% |
| Max Drawdown ⓘ | -41.81% | -42.11% | -47.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.32 | -0.36 | -0.61 |
| Calmar Ratio ⓘ | -0.79 | -0.23 | -0.53 |
| Sortino Ratio ⓘ | -1.68 | -0.46 | -0.89 |