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 ⓘ | -26.82% | -36.27% | -33.94% |
| Price Trend ⓘ | -0.71 | -0.60 | 0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.21% | 29.01% | 46.57% |
| Max Drawdown ⓘ | -40.41% | -40.41% | -41.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.10 | -1.32 | -0.82 |
| Calmar Ratio ⓘ | -0.66 | -0.90 | -0.81 |
| Sortino Ratio ⓘ | -1.14 | -1.41 | -1.02 |