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 ⓘ | -8.52% | -15.24% | -8.30% |
| Price Trend ⓘ | -0.24 | -0.70 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.21% | 25.74% | 36.79% |
| Max Drawdown ⓘ | -22.78% | -27.50% | -27.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.47 | -0.67 | -0.34 |
| Calmar Ratio ⓘ | -0.37 | -0.55 | -0.30 |
| Sortino Ratio ⓘ | -0.83 | -1.05 | -0.54 |