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 ⓘ | -16.88% | -21.23% | -31.56% |
| Price Trend ⓘ | -0.90 | -0.83 | -0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.77% | 23.19% | 37.42% |
| Max Drawdown ⓘ | -22.36% | -27.52% | -38.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.21 | -1.00 | -0.95 |
| Calmar Ratio ⓘ | -0.75 | -0.77 | -0.83 |
| Sortino Ratio ⓘ | -1.89 | -1.31 | -1.17 |