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 ⓘ | -2.09% | -3.76% | -38.84% |
| Price Trend ⓘ | -0.52 | -0.46 | -0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.80% | 25.14% | 44.18% |
| Max Drawdown ⓘ | -13.02% | -19.87% | -57.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.18 | -0.23 | -0.97 |
| Calmar Ratio ⓘ | -0.16 | -0.19 | -0.68 |
| Sortino Ratio ⓘ | -0.28 | -0.35 | -1.33 |