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 ⓘ | -7.77% | -22.34% | -23.97% |
| Price Trend ⓘ | -0.60 | -0.93 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.37% | 15.54% | 37.67% |
| Max Drawdown ⓘ | -12.59% | -24.55% | -48.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.71 | -1.57 | -0.75 |
| Calmar Ratio ⓘ | -0.62 | -0.91 | -0.50 |
| Sortino Ratio ⓘ | -1.38 | -2.81 | -0.97 |