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 ⓘ | -15.74% | -28.54% | -22.52% |
| Price Trend ⓘ | -0.92 | -0.98 | -0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.82% | 19.05% | 24.97% |
| Max Drawdown ⓘ | -23.68% | -35.06% | -35.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.06 | -1.61 | -1.07 |
| Calmar Ratio ⓘ | -0.66 | -0.81 | -0.64 |
| Sortino Ratio ⓘ | -1.06 | -1.66 | -1.20 |