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 ⓘ | -11.10% | -20.38% | -18.52% |
| Price Trend ⓘ | -0.84 | -0.91 | -0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.82% | 14.36% | 20.65% |
| Max Drawdown ⓘ | -14.70% | -24.15% | -27.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.02 | -1.56 | -1.10 |
| Calmar Ratio ⓘ | -0.75 | -0.84 | -0.68 |
| Sortino Ratio ⓘ | -1.04 | -1.72 | -1.26 |