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 ⓘ | -30.65% | -36.94% | -44.01% |
| Price Trend ⓘ | -0.92 | -0.87 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.31% | 32.89% | 50.82% |
| Max Drawdown ⓘ | -41.29% | -50.89% | -55.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.25 | -1.18 | -0.95 |
| Calmar Ratio ⓘ | -0.74 | -0.73 | -0.79 |
| Sortino Ratio ⓘ | -1.51 | -1.37 | -1.15 |