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 ⓘ | -19.26% | -35.50% | -23.03% |
| Price Trend ⓘ | -0.95 | -0.92 | -0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.57% | 30.48% | 44.27% |
| Max Drawdown ⓘ | -28.88% | -45.70% | -45.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.22 | -1.23 | -0.62 |
| Calmar Ratio ⓘ | -0.67 | -0.78 | -0.50 |
| Sortino Ratio ⓘ | -1.45 | -1.15 | -0.72 |