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 ⓘ | -28.16% | -50.61% | -51.35% |
| Price Trend ⓘ | -0.84 | -0.93 | -0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.51% | 39.08% | 53.49% |
| Max Drawdown ⓘ | -44.51% | -59.37% | -60.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.06 | -1.34 | -1.04 |
| Calmar Ratio ⓘ | -0.63 | -0.85 | -0.85 |
| Sortino Ratio ⓘ | -1.08 | -1.28 | -1.12 |