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 ⓘ | -25.90% | -13.00% | -33.06% |
| Price Trend ⓘ | -0.86 | -0.54 | -0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.10% | 23.63% | 37.89% |
| Max Drawdown ⓘ | -26.08% | -27.19% | -37.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.57 | -0.63 | -0.98 |
| Calmar Ratio ⓘ | -0.99 | -0.48 | -0.89 |
| Sortino Ratio ⓘ | -2.18 | -0.95 | -1.20 |