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 ⓘ | -10.55% | -10.40% | -16.74% |
| Price Trend ⓘ | -0.42 | 0.49 | -0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.41% | 31.03% | 36.90% |
| Max Drawdown ⓘ | -21.12% | -21.12% | -33.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | -0.40 | -0.58 |
| Calmar Ratio ⓘ | -0.50 | -0.49 | -0.51 |
| Sortino Ratio ⓘ | -0.40 | -0.39 | -0.63 |