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 ⓘ | -15.36% | -19.12% | -40.70% |
| Price Trend ⓘ | -0.79 | -0.87 | -0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.07% | 27.66% | 35.61% |
| Max Drawdown ⓘ | -24.32% | -30.32% | -42.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.85 | -0.76 | -1.25 |
| Calmar Ratio ⓘ | -0.63 | -0.63 | -0.96 |
| Sortino Ratio ⓘ | -1.12 | -0.89 | -1.48 |