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 ⓘ | -16.10% | -17.24% | -10.40% |
| Price Trend ⓘ | -0.74 | -0.52 | -0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.90% | 30.95% | 35.03% |
| Max Drawdown ⓘ | -25.67% | -29.27% | -32.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.69 | -0.62 | -0.43 |
| Calmar Ratio ⓘ | -0.63 | -0.59 | -0.32 |
| Sortino Ratio ⓘ | -0.58 | -0.57 | -0.42 |