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 ⓘ | -31.62% | -44.84% | -9.47% |
| Price Trend ⓘ | -0.88 | -0.71 | -0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.43% | 35.29% | 42.18% |
| Max Drawdown ⓘ | -34.43% | -45.42% | -48.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.77 | -1.33 | -0.33 |
| Calmar Ratio ⓘ | -0.92 | -0.99 | -0.19 |
| Sortino Ratio ⓘ | -2.39 | -1.88 | -0.48 |