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 ⓘ | -16.34% | -32.02% | -57.83% |
| Price Trend ⓘ | -0.02 | -0.34 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.39% | 37.92% | 55.01% |
| Max Drawdown ⓘ | -41.20% | -41.20% | -57.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.52 | -0.90 | -1.13 |
| Calmar Ratio ⓘ | -0.40 | -0.78 | -1.00 |
| Sortino Ratio ⓘ | -0.60 | -1.13 | -1.33 |