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 ⓘ | -14.32% | -11.03% | -22.85% |
| Price Trend ⓘ | -0.94 | -0.81 | -0.49 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.98% | 33.45% | 37.66% |
| Max Drawdown ⓘ | -18.19% | -41.67% | -41.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.54 | -0.39 | -0.73 |
| Calmar Ratio ⓘ | -0.79 | -0.26 | -0.55 |
| Sortino Ratio ⓘ | -2.28 | -0.47 | -0.92 |