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 ⓘ | -6.24% | -13.82% | -16.76% |
| Price Trend ⓘ | 0.61 | -0.74 | -0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.90% | 26.87% | 33.69% |
| Max Drawdown ⓘ | -15.80% | -36.82% | -44.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | -0.58 | -0.61 |
| Calmar Ratio ⓘ | -0.40 | -0.38 | -0.37 |
| Sortino Ratio ⓘ | -0.54 | -0.79 | -0.89 |