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 ⓘ | -4.68% | -12.31% | -25.16% |
| Price Trend ⓘ | 0.58 | -0.78 | -0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.90% | 34.49% | 40.60% |
| Max Drawdown ⓘ | -21.65% | -45.52% | -49.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.22 | -0.41 | -0.72 |
| Calmar Ratio ⓘ | -0.22 | -0.27 | -0.51 |
| Sortino Ratio ⓘ | -0.33 | -0.54 | -0.92 |