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 ⓘ | -10.95% | -24.02% | -35.60% |
| Price Trend ⓘ | -0.51 | -0.88 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.52% | 40.57% | 57.84% |
| Max Drawdown ⓘ | -44.36% | -54.25% | -62.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | -0.64 | -0.69 |
| Calmar Ratio ⓘ | -0.25 | -0.44 | -0.57 |
| Sortino Ratio ⓘ | -0.35 | -0.71 | -0.87 |