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 ⓘ | -33.45% | -15.00% | -36.25% |
| Price Trend ⓘ | -0.89 | -0.51 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.21% | 31.54% | 40.47% |
| Max Drawdown ⓘ | -36.69% | -39.67% | -45.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.42 | -0.53 | -0.99 |
| Calmar Ratio ⓘ | -0.91 | -0.38 | -0.80 |
| Sortino Ratio ⓘ | -2.06 | -0.80 | -1.23 |