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 ⓘ | -15.15% | -20.70% | -19.86% |
| Price Trend ⓘ | -0.89 | -0.95 | -0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.69% | 13.32% | 21.15% |
| Max Drawdown ⓘ | -16.46% | -23.05% | -25.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.51 | -1.71 | -1.14 |
| Calmar Ratio ⓘ | -0.92 | -0.90 | -0.78 |
| Sortino Ratio ⓘ | -1.82 | -2.24 | -1.56 |