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 ⓘ | -9.54% | -4.70% | -28.37% |
| Price Trend ⓘ | -0.62 | -0.65 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.28% | 32.47% | 39.86% |
| Max Drawdown ⓘ | -28.79% | -28.79% | -40.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.36 | -0.20 | -0.81 |
| Calmar Ratio ⓘ | -0.33 | -0.16 | -0.70 |
| Sortino Ratio ⓘ | -0.49 | -0.28 | -1.11 |