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 ⓘ | -24.34% | -39.37% | -23.53% |
| Price Trend ⓘ | -0.76 | -0.91 | -0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.59% | 35.09% | 46.26% |
| Max Drawdown ⓘ | -34.88% | -49.36% | -49.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.88 | -1.18 | -0.60 |
| Calmar Ratio ⓘ | -0.70 | -0.80 | -0.48 |
| Sortino Ratio ⓘ | -1.22 | -1.78 | -0.90 |