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 ⓘ | -11.56% | -23.29% | -14.03% |
| Price Trend ⓘ | -0.62 | -0.91 | -0.23 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.94% | 26.91% | 32.95% |
| Max Drawdown ⓘ | -16.47% | -30.91% | -30.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.59 | -0.93 | -0.55 |
| Calmar Ratio ⓘ | -0.70 | -0.75 | -0.45 |
| Sortino Ratio ⓘ | -0.60 | -1.02 | -0.63 |