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 ⓘ | -17.37% | -22.00% | -16.03% |
| Price Trend ⓘ | -0.68 | -0.95 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.02% | 13.26% | 20.93% |
| Max Drawdown ⓘ | -17.48% | -24.57% | -28.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.83 | -1.81 | -0.96 |
| Calmar Ratio ⓘ | -0.99 | -0.90 | -0.57 |
| Sortino Ratio ⓘ | -2.05 | -2.34 | -1.31 |