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 ⓘ | -37.13% | -51.74% | -45.04% |
| Price Trend ⓘ | -0.85 | -0.95 | -0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.70% | 36.20% | 41.93% |
| Max Drawdown ⓘ | -42.70% | -55.95% | -59.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.17 | -1.49 | -1.18 |
| Calmar Ratio ⓘ | -0.87 | -0.92 | -0.76 |
| Sortino Ratio ⓘ | -0.98 | -1.31 | -1.11 |