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 ⓘ | -32.72% | -18.30% | -18.91% |
| Price Trend ⓘ | -0.95 | -0.41 | -0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.44% | 30.18% | 52.67% |
| Max Drawdown ⓘ | -40.78% | -40.78% | -50.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.73 | -0.67 | -0.44 |
| Calmar Ratio ⓘ | -0.80 | -0.45 | -0.37 |
| Sortino Ratio ⓘ | -2.64 | -1.18 | -0.69 |