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 ⓘ | -4.11% | -6.93% | -14.57% |
| Price Trend ⓘ | -0.30 | -0.79 | -0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.88% | 17.19% | 21.96% |
| Max Drawdown ⓘ | -8.01% | -16.43% | -18.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.39 | -0.51 | -0.84 |
| Calmar Ratio ⓘ | -0.51 | -0.42 | -0.77 |
| Sortino Ratio ⓘ | -0.48 | -0.73 | -1.12 |