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 ⓘ | -25.83% | -10.95% | -10.42% |
| Price Trend ⓘ | -0.85 | 0.35 | 0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.47% | 35.54% | 63.47% |
| Max Drawdown ⓘ | -26.84% | -31.21% | -35.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.46 | -0.37 | -0.24 |
| Calmar Ratio ⓘ | -0.96 | -0.35 | -0.29 |
| Sortino Ratio ⓘ | -3.05 | -0.71 | -0.41 |