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 ⓘ | -16.76% | -34.79% | -38.58% |
| Price Trend ⓘ | -0.60 | -0.92 | -0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.42% | 36.63% | 42.28% |
| Max Drawdown ⓘ | -36.16% | -49.97% | -59.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.53 | -1.00 | -1.01 |
| Calmar Ratio ⓘ | -0.46 | -0.70 | -0.65 |
| Sortino Ratio ⓘ | -0.44 | -0.89 | -0.96 |