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 ⓘ | -30.64% | -15.40% | -30.00% |
| Price Trend ⓘ | -0.70 | -0.55 | -0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.96% | 31.04% | 40.83% |
| Max Drawdown ⓘ | -34.27% | -37.29% | -37.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.21 | -0.56 | -0.83 |
| Calmar Ratio ⓘ | -0.89 | -0.41 | -0.80 |
| Sortino Ratio ⓘ | -2.58 | -1.01 | -1.11 |