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 ⓘ | -19.46% | -15.32% | -37.16% |
| Price Trend ⓘ | -0.94 | -0.60 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.51% | 36.34% | 56.66% |
| Max Drawdown ⓘ | -30.66% | -30.66% | -51.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.77 | -0.48 | -0.73 |
| Calmar Ratio ⓘ | -0.63 | -0.50 | -0.72 |
| Sortino Ratio ⓘ | -0.98 | -0.69 | -1.08 |