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 ⓘ | -8.23% | -22.52% | -17.19% |
| Price Trend ⓘ | -0.73 | -0.71 | -0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.15% | 29.61% | 36.49% |
| Max Drawdown ⓘ | -14.09% | -26.54% | -34.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.61 | -0.83 | -0.60 |
| Calmar Ratio ⓘ | -0.58 | -0.85 | -0.50 |
| Sortino Ratio ⓘ | -0.99 | -1.12 | -0.81 |