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 ⓘ | -42.99% | -49.68% | -50.63% |
| Price Trend ⓘ | -0.82 | -0.88 | -0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.43% | 33.58% | 44.66% |
| Max Drawdown ⓘ | -48.36% | -56.48% | -57.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.55 | -1.54 | -1.23 |
| Calmar Ratio ⓘ | -0.89 | -0.88 | -0.88 |
| Sortino Ratio ⓘ | -1.44 | -1.49 | -1.43 |