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 ⓘ | -22.47% | -35.49% | -37.65% |
| Price Trend ⓘ | -0.53 | -0.91 | -0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.84% | 31.77% | 38.85% |
| Max Drawdown ⓘ | -26.21% | -40.88% | -46.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.12 | -1.18 | -1.08 |
| Calmar Ratio ⓘ | -0.86 | -0.87 | -0.81 |
| Sortino Ratio ⓘ | -1.07 | -1.03 | -1.04 |