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 ⓘ | -24.41% | -22.73% | -20.01% |
| Price Trend ⓘ | -0.78 | -0.85 | -0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.87% | 27.95% | 37.45% |
| Max Drawdown ⓘ | -28.96% | -37.58% | -41.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.34 | -0.88 | -0.64 |
| Calmar Ratio ⓘ | -0.84 | -0.60 | -0.48 |
| Sortino Ratio ⓘ | -2.18 | -1.55 | -1.06 |