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 ⓘ | -7.93% | -22.05% | -19.82% |
| Price Trend ⓘ | -0.63 | -0.76 | -0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.14% | 21.34% | 36.40% |
| Max Drawdown ⓘ | -18.36% | -25.66% | -27.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.55 | -1.12 | -0.66 |
| Calmar Ratio ⓘ | -0.43 | -0.86 | -0.72 |
| Sortino Ratio ⓘ | -0.63 | -1.34 | -0.83 |