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 ⓘ | -15.18% | -24.96% | -3.75% |
| Price Trend ⓘ | -0.55 | -0.83 | -0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.40% | 42.22% | 56.34% |
| Max Drawdown ⓘ | -29.41% | -44.16% | -46.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | -0.63 | -0.14 |
| Calmar Ratio ⓘ | -0.52 | -0.57 | -0.08 |
| Sortino Ratio ⓘ | -0.68 | -0.83 | -0.20 |