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 ⓘ | -33.38% | -49.65% | -42.01% |
| Price Trend ⓘ | -0.85 | -0.95 | -0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.06% | 30.64% | 39.69% |
| Max Drawdown ⓘ | -35.29% | -50.43% | -53.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.27 | -1.68 | -1.16 |
| Calmar Ratio ⓘ | -0.95 | -0.98 | -0.78 |
| Sortino Ratio ⓘ | -1.25 | -1.67 | -1.25 |