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 ⓘ | -0.39% | -25.53% | -37.08% |
| Price Trend ⓘ | -0.10 | -0.78 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.30% | 35.21% | 51.72% |
| Max Drawdown ⓘ | -34.17% | -52.53% | -61.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.05 | -0.78 | -0.80 |
| Calmar Ratio ⓘ | -0.01 | -0.49 | -0.60 |
| Sortino Ratio ⓘ | -0.09 | -1.15 | -1.22 |