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 ⓘ | -16.72% | -20.83% | -17.97% |
| Price Trend ⓘ | -0.76 | -0.92 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.06% | 19.47% | 24.39% |
| Max Drawdown ⓘ | -18.68% | -27.10% | -31.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.04 | -1.17 | -0.91 |
| Calmar Ratio ⓘ | -0.90 | -0.77 | -0.57 |
| Sortino Ratio ⓘ | -0.91 | -1.14 | -0.96 |