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 ⓘ | -14.50% | -18.03% | -41.87% |
| Price Trend ⓘ | -0.60 | 0.11 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.63% | 25.41% | 33.39% |
| Max Drawdown ⓘ | -33.63% | -33.63% | -45.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.71 | -0.79 | -1.38 |
| Calmar Ratio ⓘ | -0.43 | -0.54 | -0.92 |
| Sortino Ratio ⓘ | -0.94 | -1.06 | -1.79 |