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 ⓘ | -38.85% | -47.33% | -26.07% |
| Price Trend ⓘ | -0.84 | -0.86 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.26% | 46.25% | 49.11% |
| Max Drawdown ⓘ | -44.61% | -54.16% | -54.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.07 | -1.07 | -0.62 |
| Calmar Ratio ⓘ | -0.87 | -0.87 | -0.48 |
| Sortino Ratio ⓘ | -0.94 | -0.97 | -0.55 |