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 ⓘ | -24.23% | -46.85% | -40.28% |
| Price Trend ⓘ | -0.70 | -0.83 | -0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.35% | 28.10% | 38.75% |
| Max Drawdown ⓘ | -26.59% | -51.21% | -54.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.64 | -1.74 | -1.15 |
| Calmar Ratio ⓘ | -0.91 | -0.91 | -0.74 |
| Sortino Ratio ⓘ | -2.15 | -1.75 | -1.33 |