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 ⓘ | -20.73% | -31.26% | -33.47% |
| Price Trend ⓘ | -0.98 | -0.94 | -0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.14% | 18.96% | 23.87% |
| Max Drawdown ⓘ | -28.59% | -35.77% | -38.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.65 | -1.75 | -1.57 |
| Calmar Ratio ⓘ | -0.72 | -0.87 | -0.86 |
| Sortino Ratio ⓘ | -2.39 | -2.08 | -1.78 |