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 ⓘ | -38.94% | -46.93% | -22.95% |
| Price Trend ⓘ | -0.89 | -0.84 | -0.35 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.74% | 38.17% | 47.60% |
| Max Drawdown ⓘ | -44.38% | -49.37% | -55.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.55 | -1.28 | -0.58 |
| Calmar Ratio ⓘ | -0.88 | -0.95 | -0.41 |
| Sortino Ratio ⓘ | -1.58 | -1.40 | -0.69 |