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 ⓘ | -10.11% | -17.87% | -20.05% |
| Price Trend ⓘ | -0.86 | -0.93 | -0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.84% | 20.00% | 30.37% |
| Max Drawdown ⓘ | -17.13% | -29.15% | -29.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.69 | -0.98 | -0.79 |
| Calmar Ratio ⓘ | -0.59 | -0.61 | -0.69 |
| Sortino Ratio ⓘ | -1.07 | -1.56 | -1.29 |