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 ⓘ | -12.14% | -16.55% | -23.48% |
| Price Trend ⓘ | -0.55 | -0.86 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.85% | 20.27% | 29.17% |
| Max Drawdown ⓘ | -21.27% | -25.91% | -33.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | -0.91 | -0.95 |
| Calmar Ratio ⓘ | -0.57 | -0.64 | -0.70 |
| Sortino Ratio ⓘ | -0.70 | -0.95 | -1.08 |