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 ⓘ | -15.82% | -15.88% | -38.99% |
| Price Trend ⓘ | -0.85 | -0.80 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.65% | 36.01% | 50.92% |
| Max Drawdown ⓘ | -33.12% | -40.84% | -53.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.59 | -0.50 | -0.85 |
| Calmar Ratio ⓘ | -0.48 | -0.39 | -0.73 |
| Sortino Ratio ⓘ | -0.77 | -0.72 | -1.34 |