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 ⓘ | -4.88% | -7.14% | -17.39% |
| Price Trend ⓘ | 0.43 | 0.76 | -0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.19% | 60.95% | 96.45% |
| Max Drawdown ⓘ | -27.89% | -33.20% | -61.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | -0.15 | -0.23 |
| Calmar Ratio ⓘ | -0.17 | -0.22 | -0.28 |
| Sortino Ratio ⓘ | -0.34 | -0.31 | -0.45 |