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 ⓘ | -7.00% | -16.95% | -24.32% |
| Price Trend ⓘ | 0.61 | -0.77 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.45% | 29.39% | 37.05% |
| Max Drawdown ⓘ | -17.09% | -41.14% | -44.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.37 | -0.64 | -0.76 |
| Calmar Ratio ⓘ | -0.41 | -0.41 | -0.55 |
| Sortino Ratio ⓘ | -0.52 | -0.84 | -1.03 |