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 ⓘ | -13.80% | -21.48% | -19.43% |
| Price Trend ⓘ | -0.61 | -0.95 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.01% | 14.53% | 24.29% |
| Max Drawdown ⓘ | -14.14% | -26.01% | -30.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.34 | -1.62 | -0.97 |
| Calmar Ratio ⓘ | -0.98 | -0.83 | -0.63 |
| Sortino Ratio ⓘ | -1.67 | -2.13 | -1.16 |