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 ⓘ | -1.26% | -23.62% | -33.21% |
| Price Trend ⓘ | -0.67 | -0.84 | -0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.04% | 22.97% | 49.43% |
| Max Drawdown ⓘ | -19.86% | -35.08% | -57.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.12 | -1.12 | -0.76 |
| Calmar Ratio ⓘ | -0.06 | -0.67 | -0.58 |
| Sortino Ratio ⓘ | -0.19 | -1.82 | -1.12 |