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 ⓘ | -17.25% | -11.19% | -39.10% |
| Price Trend ⓘ | -0.57 | 0.17 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.08% | 36.28% | 56.55% |
| Max Drawdown ⓘ | -20.51% | -20.51% | -46.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | -0.36 | -0.77 |
| Calmar Ratio ⓘ | -0.84 | -0.55 | -0.83 |
| Sortino Ratio ⓘ | -1.10 | -0.52 | -1.20 |