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 ⓘ | -17.22% | -23.08% | -26.88% |
| Price Trend ⓘ | -0.83 | -0.86 | -0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.20% | 20.44% | 28.95% |
| Max Drawdown ⓘ | -25.64% | -31.48% | -34.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.06 | -1.23 | -1.08 |
| Calmar Ratio ⓘ | -0.67 | -0.73 | -0.78 |
| Sortino Ratio ⓘ | -1.02 | -1.23 | -1.22 |