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 ⓘ | -5.09% | -26.85% | -22.47% |
| Price Trend ⓘ | -0.70 | -0.44 | -0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.65% | 32.08% | 58.66% |
| Max Drawdown ⓘ | -27.99% | -34.92% | -43.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | -0.90 | -0.46 |
| Calmar Ratio ⓘ | -0.18 | -0.77 | -0.52 |
| Sortino Ratio ⓘ | -0.58 | -0.89 | -0.53 |