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 ⓘ | -30.17% | -43.66% | -36.30% |
| Price Trend ⓘ | -0.68 | -0.92 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.30% | 34.45% | 45.22% |
| Max Drawdown ⓘ | -44.14% | -56.49% | -57.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.06 | -1.33 | -0.89 |
| Calmar Ratio ⓘ | -0.68 | -0.77 | -0.63 |
| Sortino Ratio ⓘ | -0.93 | -1.29 | -1.03 |