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 ⓘ | -22.19% | -19.00% | -39.52% |
| Price Trend ⓘ | -0.60 | -0.83 | -0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.94% | 28.58% | 37.56% |
| Max Drawdown ⓘ | -18.64% | -33.76% | -45.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.01 | -0.73 | -1.16 |
| Calmar Ratio ⓘ | -1.19 | -0.56 | -0.87 |
| Sortino Ratio ⓘ | -1.44 | -1.07 | -1.70 |