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 ⓘ | -15.27% | -28.83% | -15.79% |
| Price Trend ⓘ | -0.88 | -0.96 | -0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.53% | 29.58% | 47.02% |
| Max Drawdown ⓘ | -32.27% | -44.11% | -46.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.61 | -1.04 | -0.42 |
| Calmar Ratio ⓘ | -0.47 | -0.65 | -0.34 |
| Sortino Ratio ⓘ | -0.93 | -1.49 | -0.59 |