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 ⓘ | -20.50% | -26.72% | -35.78% |
| Price Trend ⓘ | -0.88 | -0.89 | -0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.64% | 26.86% | 31.54% |
| Max Drawdown ⓘ | -30.62% | -46.71% | -46.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.09 | -1.06 | -1.26 |
| Calmar Ratio ⓘ | -0.67 | -0.57 | -0.77 |
| Sortino Ratio ⓘ | -1.76 | -1.35 | -1.60 |