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 ⓘ | -38.01% | -32.26% | -23.95% |
| Price Trend ⓘ | -0.95 | -0.49 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.46% | 33.85% | 60.65% |
| Max Drawdown ⓘ | -41.64% | -41.64% | -52.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -2.11 | -1.01 | -0.46 |
| Calmar Ratio ⓘ | -0.91 | -0.77 | -0.46 |
| Sortino Ratio ⓘ | -3.16 | -1.37 | -0.73 |