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 ⓘ | -19.20% | -22.49% | -15.36% |
| Price Trend ⓘ | -0.90 | -0.82 | 0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.34% | 18.38% | 29.18% |
| Max Drawdown ⓘ | -30.11% | -34.68% | -34.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.31 | -1.33 | -0.67 |
| Calmar Ratio ⓘ | -0.64 | -0.65 | -0.44 |
| Sortino Ratio ⓘ | -1.79 | -1.78 | -0.94 |