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 ⓘ | -14.40% | -18.15% | -32.62% |
| Price Trend ⓘ | -0.71 | -0.35 | -0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.69% | 18.49% | 24.18% |
| Max Drawdown ⓘ | -28.33% | -28.33% | -37.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.04 | -1.08 | -1.51 |
| Calmar Ratio ⓘ | -0.51 | -0.64 | -0.87 |
| Sortino Ratio ⓘ | -1.63 | -1.71 | -2.45 |