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 ⓘ | -9.52% | -15.28% | -29.43% |
| Price Trend ⓘ | -0.73 | -0.82 | -0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.92% | 19.20% | 24.64% |
| Max Drawdown ⓘ | -13.84% | -28.28% | -34.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.75 | -0.89 | -1.35 |
| Calmar Ratio ⓘ | -0.69 | -0.54 | -0.85 |
| Sortino Ratio ⓘ | -1.22 | -1.12 | -1.66 |