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 ⓘ | -4.65% | -15.92% | -12.65% |
| Price Trend ⓘ | -0.02 | -0.81 | -0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.99% | 21.86% | 26.48% |
| Max Drawdown ⓘ | -12.73% | -27.49% | -28.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.38 | -0.82 | -0.64 |
| Calmar Ratio ⓘ | -0.37 | -0.58 | -0.45 |
| Sortino Ratio ⓘ | -0.57 | -0.87 | -0.74 |