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 ⓘ | -4.93% | -17.81% | -15.77% |
| Price Trend ⓘ | -0.32 | -0.46 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.61% | 26.96% | 49.36% |
| Max Drawdown ⓘ | -26.11% | -26.77% | -45.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.26 | -0.73 | -0.40 |
| Calmar Ratio ⓘ | -0.19 | -0.67 | -0.35 |
| Sortino Ratio ⓘ | -0.33 | -0.95 | -0.57 |