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 ⓘ | -7.96% | -25.58% | -18.30% |
| Price Trend ⓘ | -0.30 | -0.91 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.29% | 18.51% | 24.50% |
| Max Drawdown ⓘ | -14.75% | -31.14% | -35.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.58 | -1.49 | -0.92 |
| Calmar Ratio ⓘ | -0.54 | -0.82 | -0.52 |
| Sortino Ratio ⓘ | -0.56 | -1.53 | -1.01 |