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 ⓘ | -7.75% | -25.91% | -18.32% |
| Price Trend ⓘ | -0.71 | -0.47 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.38% | 29.46% | 41.33% |
| Max Drawdown ⓘ | -12.43% | -30.44% | -35.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.65 | -0.95 | -0.54 |
| Calmar Ratio ⓘ | -0.62 | -0.85 | -0.52 |
| Sortino Ratio ⓘ | -0.78 | -0.85 | -0.56 |