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 ⓘ | -35.05% | -47.41% | -51.49% |
| Price Trend ⓘ | -0.90 | -0.98 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.74% | 20.11% | 33.02% |
| Max Drawdown ⓘ | -35.85% | -49.89% | -56.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -2.15 | -2.46 | -1.69 |
| Calmar Ratio ⓘ | -0.98 | -0.95 | -0.90 |
| Sortino Ratio ⓘ | -2.43 | -2.95 | -2.31 |