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 ⓘ | -33.01% | -36.80% | -40.75% |
| Price Trend ⓘ | -0.96 | -0.92 | -0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.42% | 27.94% | 42.79% |
| Max Drawdown ⓘ | -42.03% | -47.68% | -51.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.39 | -1.39 | -1.05 |
| Calmar Ratio ⓘ | -0.79 | -0.77 | -0.79 |
| Sortino Ratio ⓘ | -1.51 | -1.60 | -1.46 |