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 ⓘ | -8.49% | -11.89% | -16.04% |
| Price Trend ⓘ | -0.75 | -0.18 | -0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.70% | 33.75% | 44.89% |
| Max Drawdown ⓘ | -17.34% | -26.48% | -48.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.54 | -0.41 | -0.46 |
| Calmar Ratio ⓘ | -0.49 | -0.45 | -0.33 |
| Sortino Ratio ⓘ | -0.73 | -0.68 | -0.68 |