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 ⓘ | -9.35% | -0.90% | -22.63% |
| Price Trend ⓘ | -0.08 | -0.15 | -0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 42.81% | 58.17% | 97.20% |
| Max Drawdown ⓘ | -43.30% | -43.30% | -64.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | -0.05 | -0.28 |
| Calmar Ratio ⓘ | -0.22 | -0.02 | -0.35 |
| Sortino Ratio ⓘ | -0.47 | -0.10 | -0.53 |