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 ⓘ | -11.91% | -17.89% | -34.36% |
| Price Trend ⓘ | -0.80 | -0.55 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.28% | 25.96% | 34.94% |
| Max Drawdown ⓘ | -33.08% | -33.08% | -41.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.63 | -0.76 | -1.10 |
| Calmar Ratio ⓘ | -0.36 | -0.54 | -0.82 |
| Sortino Ratio ⓘ | -0.76 | -0.99 | -1.50 |