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 ⓘ | -25.20% | -45.79% | -46.02% |
| Price Trend ⓘ | -0.89 | -0.97 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.24% | 19.73% | 32.05% |
| Max Drawdown ⓘ | -26.07% | -45.89% | -58.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.84 | -2.42 | -1.56 |
| Calmar Ratio ⓘ | -0.97 | -1.00 | -0.79 |
| Sortino Ratio ⓘ | -2.48 | -2.86 | -2.20 |