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 ⓘ | -19.26% | -17.72% | -7.82% |
| Price Trend ⓘ | -0.93 | -0.89 | 0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.93% | 15.27% | 19.97% |
| Max Drawdown ⓘ | -23.79% | -28.27% | -28.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.84 | -1.28 | -0.59 |
| Calmar Ratio ⓘ | -0.81 | -0.63 | -0.28 |
| Sortino Ratio ⓘ | -3.09 | -2.23 | -0.93 |