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 ⓘ | -29.27% | -41.31% | -14.79% |
| Price Trend ⓘ | -0.91 | -0.89 | 0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.03% | 48.99% | 76.03% |
| Max Drawdown ⓘ | -49.13% | -63.57% | -66.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.79 | -0.88 | -0.25 |
| Calmar Ratio ⓘ | -0.60 | -0.65 | -0.22 |
| Sortino Ratio ⓘ | -1.43 | -1.48 | -0.41 |