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 ⓘ | -25.38% | -20.60% | -21.53% |
| Price Trend ⓘ | -0.79 | -0.79 | 0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.94% | 28.85% | 47.08% |
| Max Drawdown ⓘ | -27.72% | -33.87% | -33.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.20 | -0.78 | -0.55 |
| Calmar Ratio ⓘ | -0.92 | -0.61 | -0.64 |
| Sortino Ratio ⓘ | -2.14 | -1.22 | -0.85 |