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 ⓘ | -9.86% | -11.65% | -32.55% |
| Price Trend ⓘ | -0.48 | -0.47 | -0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.43% | 22.49% | 55.29% |
| Max Drawdown ⓘ | -15.62% | -27.99% | -43.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.70 | -0.61 | -0.66 |
| Calmar Ratio ⓘ | -0.63 | -0.42 | -0.76 |
| Sortino Ratio ⓘ | -1.28 | -1.06 | -0.75 |