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 ⓘ | -15.96% | -22.77% | -14.42% |
| Price Trend ⓘ | -0.75 | -0.89 | -0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.13% | 18.71% | 24.19% |
| Max Drawdown ⓘ | -19.40% | -26.98% | -30.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.28 | -1.31 | -0.76 |
| Calmar Ratio ⓘ | -0.82 | -0.84 | -0.48 |
| Sortino Ratio ⓘ | -2.00 | -1.63 | -1.06 |