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 ⓘ | -5.51% | -10.47% | -25.35% |
| Price Trend ⓘ | -0.17 | -0.05 | -0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.21% | 20.14% | 33.49% |
| Max Drawdown ⓘ | -22.04% | -22.04% | -37.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.40 | -0.62 | -0.88 |
| Calmar Ratio ⓘ | -0.25 | -0.47 | -0.68 |
| Sortino Ratio ⓘ | -0.52 | -0.80 | -1.11 |