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 ⓘ | -26.95% | -31.15% | -34.46% |
| Price Trend ⓘ | -0.92 | -0.79 | -0.49 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.87% | 22.47% | 40.67% |
| Max Drawdown ⓘ | -29.65% | -33.18% | -43.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.65 | -1.47 | -0.95 |
| Calmar Ratio ⓘ | -0.91 | -0.94 | -0.80 |
| Sortino Ratio ⓘ | -1.70 | -1.83 | -1.32 |