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 ⓘ | -21.95% | -28.83% | -42.39% |
| Price Trend ⓘ | -0.96 | -0.94 | -0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.07% | 24.56% | 39.24% |
| Max Drawdown ⓘ | -28.93% | -36.61% | -43.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.42 | -1.25 | -1.18 |
| Calmar Ratio ⓘ | -0.76 | -0.79 | -0.97 |
| Sortino Ratio ⓘ | -2.15 | -1.84 | -1.50 |