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 ⓘ | -16.09% | -24.94% | -42.79% |
| Price Trend ⓘ | -0.87 | -0.89 | -0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.84% | 29.10% | 34.62% |
| Max Drawdown ⓘ | -25.40% | -44.32% | -49.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.78 | -0.92 | -1.35 |
| Calmar Ratio ⓘ | -0.63 | -0.56 | -0.87 |
| Sortino Ratio ⓘ | -1.24 | -1.30 | -1.84 |