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 ⓘ | -35.12% | -28.71% | -23.65% |
| Price Trend ⓘ | -0.92 | -0.62 | -0.38 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.20% | 36.41% | 55.71% |
| Max Drawdown ⓘ | -48.52% | -50.86% | -57.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.23 | -0.84 | -0.50 |
| Calmar Ratio ⓘ | -0.72 | -0.56 | -0.41 |
| Sortino Ratio ⓘ | -2.30 | -1.46 | -0.63 |