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 ⓘ | -38.62% | -37.59% | -45.49% |
| Price Trend ⓘ | -0.93 | -0.84 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.70% | 27.17% | 38.20% |
| Max Drawdown ⓘ | -44.71% | -47.83% | -52.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.82 | -1.45 | -1.30 |
| Calmar Ratio ⓘ | -0.86 | -0.79 | -0.86 |
| Sortino Ratio ⓘ | -2.02 | -1.80 | -1.60 |