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 ⓘ | -17.75% | -41.12% | -16.06% |
| Price Trend ⓘ | -0.72 | -0.94 | -0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.36% | 34.88% | 38.08% |
| Max Drawdown ⓘ | -24.68% | -44.40% | -44.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.09 | -1.24 | -0.54 |
| Calmar Ratio ⓘ | -0.72 | -0.93 | -0.36 |
| Sortino Ratio ⓘ | -0.98 | -1.10 | -0.47 |