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 ⓘ | -6.67% | -17.63% | -23.94% |
| Price Trend ⓘ | -0.32 | -0.65 | -0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.62% | 33.68% | 39.56% |
| Max Drawdown ⓘ | -23.64% | -32.57% | -34.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.38 | -0.59 | -0.72 |
| Calmar Ratio ⓘ | -0.28 | -0.54 | -0.69 |
| Sortino Ratio ⓘ | -0.35 | -0.67 | -0.85 |