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 ⓘ | -16.95% | -25.92% | -21.93% |
| Price Trend ⓘ | -0.61 | -0.86 | -0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.17% | 22.58% | 28.29% |
| Max Drawdown ⓘ | -22.57% | -34.67% | -35.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.10 | -1.23 | -0.91 |
| Calmar Ratio ⓘ | -0.75 | -0.75 | -0.61 |
| Sortino Ratio ⓘ | -1.50 | -1.54 | -1.15 |