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 ⓘ | -13.19% | -29.33% | -52.73% |
| Price Trend ⓘ | -0.78 | -0.79 | -0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.18% | 36.47% | 51.34% |
| Max Drawdown ⓘ | -27.29% | -44.09% | -58.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.74 | -0.86 | -1.11 |
| Calmar Ratio ⓘ | -0.48 | -0.67 | -0.89 |
| Sortino Ratio ⓘ | -1.44 | -0.96 | -1.30 |