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 ⓘ | -24.34% | -25.88% | -25.39% |
| Price Trend ⓘ | -0.81 | -0.90 | -0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.38% | 17.24% | 21.72% |
| Max Drawdown ⓘ | -26.18% | -30.02% | -30.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -2.04 | -1.61 | -1.35 |
| Calmar Ratio ⓘ | -0.93 | -0.86 | -0.85 |
| Sortino Ratio ⓘ | -4.17 | -1.90 | -1.70 |