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 ⓘ | -5.76% | -10.93% | -19.57% |
| Price Trend ⓘ | -0.25 | -0.38 | -0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.79% | 22.40% | 36.32% |
| Max Drawdown ⓘ | -13.06% | -15.50% | -24.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.38 | -0.58 | -0.66 |
| Calmar Ratio ⓘ | -0.44 | -0.70 | -0.79 |
| Sortino Ratio ⓘ | -0.56 | -0.82 | -0.90 |