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 ⓘ | -22.34% | -34.49% | -41.19% |
| Price Trend ⓘ | -0.93 | -0.94 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.98% | 32.18% | 39.15% |
| Max Drawdown ⓘ | -32.82% | -43.58% | -48.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.11 | -1.14 | -1.16 |
| Calmar Ratio ⓘ | -0.68 | -0.79 | -0.85 |
| Sortino Ratio ⓘ | -1.09 | -1.01 | -1.13 |