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 ⓘ | -32.71% | -36.28% | -54.13% |
| Price Trend ⓘ | -0.90 | -0.93 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.84% | 40.69% | 58.69% |
| Max Drawdown ⓘ | -44.59% | -52.92% | -61.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.09 | -0.94 | -0.99 |
| Calmar Ratio ⓘ | -0.73 | -0.69 | -0.88 |
| Sortino Ratio ⓘ | -1.52 | -1.37 | -1.44 |