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 ⓘ | -6.70% | -18.23% | -19.51% |
| Price Trend ⓘ | -0.42 | -0.61 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.69% | 18.83% | 25.08% |
| Max Drawdown ⓘ | -21.16% | -22.74% | -28.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.52 | -1.07 | -0.94 |
| Calmar Ratio ⓘ | -0.32 | -0.80 | -0.70 |
| Sortino Ratio ⓘ | -0.56 | -1.14 | -1.14 |