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 ⓘ | -15.05% | -23.27% | -18.84% |
| Price Trend ⓘ | -0.90 | -0.81 | -0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.28% | 19.69% | 24.44% |
| Max Drawdown ⓘ | -23.61% | -29.07% | -30.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.93 | -1.29 | -0.94 |
| Calmar Ratio ⓘ | -0.64 | -0.80 | -0.61 |
| Sortino Ratio ⓘ | -0.83 | -1.29 | -1.00 |