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 ⓘ | -24.00% | -32.30% | -27.57% |
| Price Trend ⓘ | -0.76 | -0.55 | -0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.23% | 28.56% | 38.22% |
| Max Drawdown ⓘ | -35.69% | -37.27% | -41.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.03 | -1.20 | -0.83 |
| Calmar Ratio ⓘ | -0.67 | -0.87 | -0.66 |
| Sortino Ratio ⓘ | -0.91 | -1.24 | -0.92 |