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 ⓘ | -8.79% | -19.65% | -17.05% |
| Price Trend ⓘ | -0.78 | -0.58 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.11% | 33.52% | 55.10% |
| Max Drawdown ⓘ | -24.70% | -31.79% | -40.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | -0.65 | -0.39 |
| Calmar Ratio ⓘ | -0.36 | -0.62 | -0.42 |
| Sortino Ratio ⓘ | -0.52 | -0.67 | -0.55 |