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 ⓘ | -14.10% | 6.48% | -13.02% |
| Price Trend ⓘ | -0.41 | -0.05 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.50% | 47.40% | 74.44% |
| Max Drawdown ⓘ | -38.50% | -43.27% | -55.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.48 | 0.09 | -0.23 |
| Calmar Ratio ⓘ | -0.37 | 0.15 | -0.23 |
| Sortino Ratio ⓘ | -0.74 | 0.14 | -0.37 |