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 ⓘ | -4.75% | -10.22% | -26.56% |
| Price Trend ⓘ | -0.23 | -0.78 | -0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.71% | 16.17% | 37.00% |
| Max Drawdown ⓘ | -6.69% | -13.77% | -48.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.53 | -0.75 | -0.83 |
| Calmar Ratio ⓘ | -0.71 | -0.74 | -0.55 |
| Sortino Ratio ⓘ | -0.97 | -1.41 | -1.05 |