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 ⓘ | -1.32% | -13.65% | -43.42% |
| Price Trend ⓘ | -0.45 | -0.74 | -0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.52% | 36.60% | 48.41% |
| Max Drawdown ⓘ | -18.58% | -32.01% | -51.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | -0.43 | -0.98 |
| Calmar Ratio ⓘ | -0.07 | -0.43 | -0.84 |
| Sortino Ratio ⓘ | -0.19 | -0.57 | -1.32 |