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 ⓘ | -18.82% | -22.09% | -12.27% |
| Price Trend ⓘ | -0.88 | -0.91 | -0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.81% | 18.40% | 27.88% |
| Max Drawdown ⓘ | -23.07% | -32.96% | -32.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.43 | -1.30 | -0.58 |
| Calmar Ratio ⓘ | -0.82 | -0.67 | -0.37 |
| Sortino Ratio ⓘ | -1.92 | -1.81 | -0.92 |