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 ⓘ | -9.71% | -34.97% | -25.39% |
| Price Trend ⓘ | -0.77 | -0.91 | -0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.47% | 53.13% | 84.11% |
| Max Drawdown ⓘ | -32.90% | -55.62% | -61.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.29 | -0.70 | -0.35 |
| Calmar Ratio ⓘ | -0.29 | -0.63 | -0.42 |
| Sortino Ratio ⓘ | -0.62 | -0.92 | -0.56 |