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 ⓘ | -3.73% | -23.94% | -17.14% |
| Price Trend ⓘ | -0.65 | -0.85 | -0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.73% | 23.42% | 33.38% |
| Max Drawdown ⓘ | -11.16% | -22.57% | -31.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.28 | -1.10 | -0.63 |
| Calmar Ratio ⓘ | -0.33 | -1.06 | -0.55 |
| Sortino Ratio ⓘ | -0.48 | -1.53 | -0.77 |