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 ⓘ | -17.16% | -20.02% | -12.49% |
| Price Trend ⓘ | -0.75 | -0.76 | 0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.51% | 52.51% | 80.67% |
| Max Drawdown ⓘ | -32.60% | -45.53% | -45.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.64 | -0.42 | -0.21 |
| Calmar Ratio ⓘ | -0.53 | -0.44 | -0.27 |
| Sortino Ratio ⓘ | -1.05 | -0.68 | -0.34 |