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 ⓘ | -6.89% | -8.47% | -15.96% |
| Price Trend ⓘ | -0.69 | -0.27 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.36% | 9.27% | 12.12% |
| Max Drawdown ⓘ | -15.09% | -15.09% | -19.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.06 | -1.11 | -1.64 |
| Calmar Ratio ⓘ | -0.46 | -0.56 | -0.83 |
| Sortino Ratio ⓘ | -1.73 | -1.79 | -2.67 |