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 ⓘ | -24.68% | -33.14% | -32.39% |
| Price Trend ⓘ | -0.82 | -0.95 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.08% | 20.59% | 23.98% |
| Max Drawdown ⓘ | -27.83% | -35.69% | -38.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.50 | -1.70 | -1.52 |
| Calmar Ratio ⓘ | -0.89 | -0.93 | -0.84 |
| Sortino Ratio ⓘ | -2.39 | -2.39 | -2.13 |