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 ⓘ | -6.82% | -33.95% | -8.28% |
| Price Trend ⓘ | -0.60 | -0.93 | -0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.75% | 41.14% | 53.44% |
| Max Drawdown ⓘ | -33.76% | -54.30% | -56.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | -0.87 | -0.23 |
| Calmar Ratio ⓘ | -0.20 | -0.63 | -0.15 |
| Sortino Ratio ⓘ | -0.33 | -1.18 | -0.33 |