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 ⓘ | -21.18% | -8.57% | -36.91% |
| Price Trend ⓘ | -0.68 | -0.80 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.80% | 31.34% | 44.70% |
| Max Drawdown ⓘ | -35.49% | -37.03% | -47.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -0.33 | -0.91 |
| Calmar Ratio ⓘ | -0.60 | -0.23 | -0.78 |
| Sortino Ratio ⓘ | -1.14 | -0.46 | -1.44 |