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 ⓘ | -39.51% | -39.98% | -28.52% |
| Price Trend ⓘ | -0.91 | -0.75 | -0.35 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.87% | 25.57% | 36.93% |
| Max Drawdown ⓘ | -46.88% | -48.72% | -55.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.77 | -1.64 | -0.88 |
| Calmar Ratio ⓘ | -0.84 | -0.82 | -0.51 |
| Sortino Ratio ⓘ | -2.17 | -1.93 | -1.18 |