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 ⓘ | -20.04% | -51.05% | 8.90% |
| Price Trend ⓘ | -0.85 | -0.96 | -0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.41% | 38.51% | 84.13% |
| Max Drawdown ⓘ | -35.64% | -54.83% | -68.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.83 | -1.38 | 0.06 |
| Calmar Ratio ⓘ | -0.56 | -0.93 | 0.13 |
| Sortino Ratio ⓘ | -1.25 | -1.98 | 0.13 |