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 ⓘ | -19.68% | -20.06% | -4.66% |
| Price Trend ⓘ | -0.48 | -0.69 | 0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.45% | 34.78% | 45.58% |
| Max Drawdown ⓘ | -28.53% | -39.26% | -39.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.70 | -0.63 | -0.19 |
| Calmar Ratio ⓘ | -0.69 | -0.51 | -0.12 |
| Sortino Ratio ⓘ | -0.77 | -0.76 | -0.25 |