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 ⓘ | -24.59% | -36.42% | -50.75% |
| Price Trend ⓘ | -0.67 | -0.82 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.04% | 33.04% | 47.93% |
| Max Drawdown ⓘ | -30.39% | -38.62% | -58.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.02 | -1.16 | -1.15 |
| Calmar Ratio ⓘ | -0.81 | -0.94 | -0.88 |
| Sortino Ratio ⓘ | -1.07 | -1.31 | -1.45 |