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 ⓘ | -17.87% | -13.79% | -16.35% |
| Price Trend ⓘ | -0.92 | -0.76 | -0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.98% | 18.03% | 22.58% |
| Max Drawdown ⓘ | -23.79% | -27.81% | -32.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.57 | -0.87 | -0.90 |
| Calmar Ratio ⓘ | -0.75 | -0.50 | -0.51 |
| Sortino Ratio ⓘ | -2.07 | -1.18 | -1.25 |