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 ⓘ | -24.76% | -35.55% | -9.91% |
| Price Trend ⓘ | -0.88 | -0.88 | 0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.38% | 51.86% | 61.66% |
| Max Drawdown ⓘ | -38.65% | -58.26% | -58.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.94 | -0.72 | -0.23 |
| Calmar Ratio ⓘ | -0.64 | -0.61 | -0.17 |
| Sortino Ratio ⓘ | -1.42 | -1.51 | -0.43 |