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 ⓘ | -22.43% | -36.18% | -17.39% |
| Price Trend ⓘ | -0.87 | -0.88 | -0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.66% | 25.12% | 37.32% |
| Max Drawdown ⓘ | -29.01% | -43.83% | -43.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.32 | -1.52 | -0.57 |
| Calmar Ratio ⓘ | -0.77 | -0.83 | -0.40 |
| Sortino Ratio ⓘ | -1.77 | -1.76 | -0.88 |