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 ⓘ | -25.40% | -10.66% | -11.98% |
| Price Trend ⓘ | -0.70 | 0.02 | -0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.88% | 49.01% | 57.04% |
| Max Drawdown ⓘ | -34.31% | -34.31% | -34.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.02 | -0.26 | -0.29 |
| Calmar Ratio ⓘ | -0.74 | -0.31 | -0.35 |
| Sortino Ratio ⓘ | -0.98 | -0.33 | -0.39 |