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 ⓘ | -16.14% | -3.85% | -29.55% |
| Price Trend ⓘ | -0.87 | -0.74 | -0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.20% | 27.81% | 46.94% |
| Max Drawdown ⓘ | -27.38% | -28.76% | -42.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | -0.21 | -0.72 |
| Calmar Ratio ⓘ | -0.59 | -0.13 | -0.70 |
| Sortino Ratio ⓘ | -0.99 | -0.30 | -0.88 |