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 ⓘ | -15.34% | -6.12% | -13.98% |
| Price Trend ⓘ | -0.69 | -0.76 | -0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.01% | 13.82% | 22.98% |
| Max Drawdown ⓘ | -18.68% | -25.45% | -25.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.48 | -0.59 | -0.79 |
| Calmar Ratio ⓘ | -0.82 | -0.24 | -0.55 |
| Sortino Ratio ⓘ | -1.62 | -0.66 | -0.84 |