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 ⓘ | -13.96% | -19.97% | -14.82% |
| Price Trend ⓘ | -0.89 | -0.79 | -0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.59% | 16.55% | 32.06% |
| Max Drawdown ⓘ | -17.99% | -24.14% | -29.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.29 | -1.33 | -0.59 |
| Calmar Ratio ⓘ | -0.78 | -0.83 | -0.50 |
| Sortino Ratio ⓘ | -1.69 | -1.82 | -0.72 |