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 ⓘ | -7.28% | -14.78% | -17.43% |
| Price Trend ⓘ | -0.29 | -0.80 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.63% | 27.52% | 39.44% |
| Max Drawdown ⓘ | -26.60% | -34.63% | -38.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.38 | -0.61 | -0.55 |
| Calmar Ratio ⓘ | -0.27 | -0.43 | -0.45 |
| Sortino Ratio ⓘ | -0.44 | -0.66 | -0.66 |