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 ⓘ | -21.91% | -4.65% | -26.94% |
| Price Trend ⓘ | -0.93 | -0.19 | -0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.39% | 22.14% | 26.71% |
| Max Drawdown ⓘ | -31.42% | -31.42% | -33.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.24 | -0.29 | -1.16 |
| Calmar Ratio ⓘ | -0.70 | -0.15 | -0.80 |
| Sortino Ratio ⓘ | -1.60 | -0.37 | -1.53 |