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 ⓘ | -3.14% | -26.60% | -25.70% |
| Price Trend ⓘ | -0.62 | -0.92 | -0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.51% | 32.43% | 51.11% |
| Max Drawdown ⓘ | -24.08% | -41.13% | -45.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.16 | -0.88 | -0.59 |
| Calmar Ratio ⓘ | -0.13 | -0.65 | -0.57 |
| Sortino Ratio ⓘ | -0.37 | -1.59 | -0.91 |