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 ⓘ | -18.44% | -14.68% | -21.37% |
| Price Trend ⓘ | -0.88 | -0.54 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.21% | 22.70% | 35.10% |
| Max Drawdown ⓘ | -21.26% | -21.90% | -30.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.20 | -0.73 | -0.73 |
| Calmar Ratio ⓘ | -0.87 | -0.67 | -0.70 |
| Sortino Ratio ⓘ | -1.46 | -1.02 | -0.96 |