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 ⓘ | -24.21% | -49.52% | -48.54% |
| Price Trend ⓘ | -0.86 | -0.90 | -0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.49% | 28.52% | 39.92% |
| Max Drawdown ⓘ | -31.31% | -53.56% | -54.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.63 | -1.81 | -1.32 |
| Calmar Ratio ⓘ | -0.77 | -0.92 | -0.89 |
| Sortino Ratio ⓘ | -2.22 | -1.91 | -1.53 |