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 ⓘ | -11.28% | -42.62% | -42.63% |
| Price Trend ⓘ | -0.30 | -0.85 | -0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.54% | 36.29% | 51.15% |
| Max Drawdown ⓘ | -22.43% | -52.31% | -62.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.48 | -1.23 | -0.92 |
| Calmar Ratio ⓘ | -0.50 | -0.81 | -0.69 |
| Sortino Ratio ⓘ | -0.47 | -1.23 | -1.02 |