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 ⓘ | -20.21% | -50.77% | -44.74% |
| Price Trend ⓘ | -0.84 | -0.79 | -0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.96% | 36.33% | 49.13% |
| Max Drawdown ⓘ | -39.96% | -54.88% | -54.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.78 | -1.45 | -0.99 |
| Calmar Ratio ⓘ | -0.51 | -0.92 | -0.82 |
| Sortino Ratio ⓘ | -0.93 | -1.74 | -1.31 |