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 ⓘ | -19.76% | -31.57% | -45.12% |
| Price Trend ⓘ | -0.73 | -0.90 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.23% | 30.90% | 38.88% |
| Max Drawdown ⓘ | -29.63% | -48.82% | -54.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -1.09 | -1.27 |
| Calmar Ratio ⓘ | -0.67 | -0.65 | -0.82 |
| Sortino Ratio ⓘ | -0.88 | -1.13 | -1.52 |