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 ⓘ | -6.47% | -21.03% | -40.19% |
| Price Trend ⓘ | -0.57 | -0.84 | -0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.54% | 21.64% | 27.46% |
| Max Drawdown ⓘ | -16.14% | -27.28% | -44.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | -1.06 | -1.61 |
| Calmar Ratio ⓘ | -0.40 | -0.77 | -0.91 |
| Sortino Ratio ⓘ | -0.86 | -1.31 | -1.93 |