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 ⓘ | -8.35% | -9.45% | -10.07% |
| Price Trend ⓘ | -0.46 | -0.81 | -0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.24% | 14.70% | 25.12% |
| Max Drawdown ⓘ | -8.97% | -16.00% | -22.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.83 | -0.78 | -0.57 |
| Calmar Ratio ⓘ | -0.93 | -0.59 | -0.46 |
| Sortino Ratio ⓘ | -1.58 | -1.11 | -0.79 |