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 ⓘ | -12.38% | -18.77% | -15.44% |
| Price Trend ⓘ | -0.88 | -0.84 | -0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.34% | 21.89% | 36.39% |
| Max Drawdown ⓘ | -22.17% | -24.75% | -26.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.82 | -0.95 | -0.54 |
| Calmar Ratio ⓘ | -0.56 | -0.76 | -0.57 |
| Sortino Ratio ⓘ | -1.00 | -1.17 | -0.70 |