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 ⓘ | -24.17% | -6.69% | -20.15% |
| Price Trend ⓘ | -0.16 | -0.10 | 0.14 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 45.68% | 62.49% | 90.34% |
| Max Drawdown ⓘ | -46.10% | -55.37% | -61.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.55 | -0.14 | -0.27 |
| Calmar Ratio ⓘ | -0.52 | -0.12 | -0.33 |
| Sortino Ratio ⓘ | -0.74 | -0.19 | -0.41 |