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 ⓘ | -15.13% | -27.62% | -28.96% |
| Price Trend ⓘ | -0.80 | -0.93 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.37% | 24.71% | 30.66% |
| Max Drawdown ⓘ | -19.61% | -33.53% | -33.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.93 | -1.20 | -1.08 |
| Calmar Ratio ⓘ | -0.77 | -0.82 | -0.86 |
| Sortino Ratio ⓘ | -0.85 | -1.08 | -1.12 |