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 ⓘ | -20.42% | -32.94% | -27.31% |
| Price Trend ⓘ | -0.80 | -0.64 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.94% | 27.85% | 46.94% |
| Max Drawdown ⓘ | -35.31% | -38.06% | -39.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.97 | -1.25 | -0.67 |
| Calmar Ratio ⓘ | -0.58 | -0.87 | -0.70 |
| Sortino Ratio ⓘ | -1.11 | -1.52 | -0.83 |