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 ⓘ | -11.85% | -30.78% | -13.22% |
| Price Trend ⓘ | -0.64 | -0.84 | 0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.77% | 31.74% | 52.30% |
| Max Drawdown ⓘ | -31.31% | -39.48% | -39.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.54 | -1.03 | -0.33 |
| Calmar Ratio ⓘ | -0.38 | -0.78 | -0.33 |
| Sortino Ratio ⓘ | -0.66 | -1.30 | -0.40 |