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 ⓘ | -17.41% | -12.11% | -16.07% |
| Price Trend ⓘ | -0.82 | -0.49 | -0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.18% | 19.30% | 23.36% |
| Max Drawdown ⓘ | -22.10% | -23.41% | -28.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.29 | -0.72 | -0.86 |
| Calmar Ratio ⓘ | -0.79 | -0.52 | -0.56 |
| Sortino Ratio ⓘ | -2.69 | -1.26 | -1.44 |