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 ⓘ | -24.82% | -34.98% | -38.39% |
| Price Trend ⓘ | -0.88 | -0.88 | -0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.23% | 31.29% | 41.62% |
| Max Drawdown ⓘ | -37.87% | -48.55% | -49.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.02 | -1.18 | -1.02 |
| Calmar Ratio ⓘ | -0.66 | -0.72 | -0.77 |
| Sortino Ratio ⓘ | -0.97 | -1.26 | -1.16 |