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 ⓘ | -0.81% | -20.39% | -5.02% |
| Price Trend ⓘ | -0.52 | -0.59 | -0.14 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.78% | 51.07% | 82.42% |
| Max Drawdown ⓘ | -27.97% | -52.42% | -52.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.06 | -0.44 | -0.11 |
| Calmar Ratio ⓘ | -0.03 | -0.39 | -0.10 |
| Sortino Ratio ⓘ | -0.13 | -0.85 | -0.19 |