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 ⓘ | -24.96% | -30.69% | -18.58% |
| Price Trend ⓘ | -0.81 | -0.81 | -0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.83% | 29.29% | 45.25% |
| Max Drawdown ⓘ | -35.68% | -42.59% | -43.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.14 | -1.12 | -0.50 |
| Calmar Ratio ⓘ | -0.70 | -0.72 | -0.42 |
| Sortino Ratio ⓘ | -1.10 | -1.21 | -0.62 |