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 ⓘ | -2.43% | -26.87% | -43.90% |
| Price Trend ⓘ | -0.31 | -0.84 | -0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.67% | 20.18% | 24.10% |
| Max Drawdown ⓘ | -13.73% | -30.09% | -45.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.28 | -1.42 | -1.99 |
| Calmar Ratio ⓘ | -0.18 | -0.89 | -0.97 |
| Sortino Ratio ⓘ | -0.41 | -1.54 | -2.28 |