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 ⓘ | -9.52% | -16.01% | -9.12% |
| Price Trend ⓘ | -0.62 | -0.89 | -0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.65% | 15.70% | 21.77% |
| Max Drawdown ⓘ | -12.29% | -19.32% | -19.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.90 | -1.15 | -0.61 |
| Calmar Ratio ⓘ | -0.77 | -0.83 | -0.47 |
| Sortino Ratio ⓘ | -0.93 | -1.40 | -0.79 |