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 ⓘ | -4.84% | -8.94% | -29.25% |
| Price Trend ⓘ | 0.57 | -0.53 | -0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.32% | 29.93% | 51.81% |
| Max Drawdown ⓘ | -22.83% | -40.78% | -50.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | -0.37 | -0.64 |
| Calmar Ratio ⓘ | -0.21 | -0.22 | -0.58 |
| Sortino Ratio ⓘ | -0.53 | -0.67 | -1.00 |