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 ⓘ | -18.91% | -28.00% | -20.46% |
| Price Trend ⓘ | -0.95 | -0.97 | -0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.27% | 16.67% | 24.00% |
| Max Drawdown ⓘ | -21.47% | -30.94% | -30.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.94 | -1.80 | -1.03 |
| Calmar Ratio ⓘ | -0.88 | -0.90 | -0.66 |
| Sortino Ratio ⓘ | -2.50 | -1.97 | -1.23 |