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 ⓘ | -2.56% | -23.71% | -36.92% |
| Price Trend ⓘ | -0.66 | -0.85 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.67% | 28.67% | 35.27% |
| Max Drawdown ⓘ | -18.18% | -37.88% | -42.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.16 | -0.89 | -1.16 |
| Calmar Ratio ⓘ | -0.14 | -0.63 | -0.87 |
| Sortino Ratio ⓘ | -0.23 | -1.16 | -1.55 |