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 ⓘ | -19.38% | -36.21% | -14.92% |
| Price Trend ⓘ | -0.84 | -0.79 | -0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.43% | 46.74% | 68.72% |
| Max Drawdown ⓘ | -48.24% | -52.02% | -52.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.56 | -0.82 | -0.28 |
| Calmar Ratio ⓘ | -0.40 | -0.70 | -0.28 |
| Sortino Ratio ⓘ | -1.04 | -1.21 | -0.45 |