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 ⓘ | -7.63% | -24.19% | -31.93% |
| Price Trend ⓘ | -0.75 | -0.88 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.34% | 22.60% | 28.52% |
| Max Drawdown ⓘ | -24.64% | -37.69% | -46.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.53 | -1.16 | -1.26 |
| Calmar Ratio ⓘ | -0.31 | -0.64 | -0.68 |
| Sortino Ratio ⓘ | -0.60 | -1.25 | -1.41 |