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 ⓘ | -32.65% | -34.87% | -42.80% |
| Price Trend ⓘ | -0.68 | -0.89 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.04% | 39.32% | 50.55% |
| Max Drawdown ⓘ | -36.41% | -50.75% | -50.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.16 | -0.94 | -0.93 |
| Calmar Ratio ⓘ | -0.90 | -0.69 | -0.84 |
| Sortino Ratio ⓘ | -1.30 | -0.91 | -1.06 |