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 ⓘ | -32.20% | -28.83% | -27.03% |
| Price Trend ⓘ | -0.92 | -0.88 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.32% | 27.97% | 38.34% |
| Max Drawdown ⓘ | -35.54% | -37.80% | -46.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.63 | -1.10 | -0.81 |
| Calmar Ratio ⓘ | -0.91 | -0.76 | -0.59 |
| Sortino Ratio ⓘ | -1.69 | -1.22 | -1.09 |