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 ⓘ | -15.13% | -25.36% | -25.55% |
| Price Trend ⓘ | -0.58 | -0.87 | -0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.95% | 29.67% | 34.70% |
| Max Drawdown ⓘ | -32.07% | -40.30% | -41.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.60 | -0.92 | -0.86 |
| Calmar Ratio ⓘ | -0.47 | -0.63 | -0.62 |
| Sortino Ratio ⓘ | -0.73 | -1.12 | -1.07 |