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 ⓘ | -13.20% | -6.28% | -22.44% |
| Price Trend ⓘ | -0.85 | -0.54 | -0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.92% | 14.49% | 19.25% |
| Max Drawdown ⓘ | -20.04% | -20.04% | -27.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.18 | -0.56 | -1.37 |
| Calmar Ratio ⓘ | -0.66 | -0.31 | -0.81 |
| Sortino Ratio ⓘ | -1.76 | -0.80 | -1.93 |