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 ⓘ | -17.54% | -21.20% | -35.41% |
| Price Trend ⓘ | -0.91 | -0.87 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.18% | 20.87% | 25.97% |
| Max Drawdown ⓘ | -26.93% | -30.70% | -37.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.07 | -1.10 | -1.52 |
| Calmar Ratio ⓘ | -0.65 | -0.69 | -0.94 |
| Sortino Ratio ⓘ | -1.38 | -1.51 | -2.19 |