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 ⓘ | -40.04% | -37.54% | -41.57% |
| Price Trend ⓘ | -0.85 | -0.68 | -0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.10% | 39.26% | 58.89% |
| Max Drawdown ⓘ | -52.78% | -54.99% | -62.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.24 | -1.01 | -0.78 |
| Calmar Ratio ⓘ | -0.76 | -0.68 | -0.66 |
| Sortino Ratio ⓘ | -1.27 | -1.10 | -1.01 |