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 ⓘ | -23.21% | -17.40% | -15.96% |
| Price Trend ⓘ | -0.66 | -0.40 | -0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.20% | 34.57% | 44.06% |
| Max Drawdown ⓘ | -32.57% | -32.57% | -32.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.92 | -0.56 | -0.45 |
| Calmar Ratio ⓘ | -0.71 | -0.53 | -0.49 |
| Sortino Ratio ⓘ | -1.28 | -0.77 | -0.60 |