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 ⓘ | -14.31% | -39.40% | -10.07% |
| Price Trend ⓘ | -0.39 | -0.81 | -0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.48% | 50.47% | 82.58% |
| Max Drawdown ⓘ | -24.03% | -47.43% | -61.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | -0.82 | -0.17 |
| Calmar Ratio ⓘ | -0.60 | -0.83 | -0.16 |
| Sortino Ratio ⓘ | -0.83 | -1.05 | -0.28 |