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 ⓘ | -11.32% | -15.44% | -17.21% |
| Price Trend ⓘ | -0.38 | -0.69 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.94% | 28.57% | 35.98% |
| Max Drawdown ⓘ | -23.56% | -28.66% | -29.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.52 | -0.61 | -0.60 |
| Calmar Ratio ⓘ | -0.48 | -0.54 | -0.59 |
| Sortino Ratio ⓘ | -0.42 | -0.54 | -0.57 |