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 ⓘ | -27.48% | -51.82% | -41.86% |
| Price Trend ⓘ | -0.69 | -0.96 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.84% | 33.87% | 45.35% |
| Max Drawdown ⓘ | -34.52% | -55.94% | -58.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.92 | -1.59 | -1.01 |
| Calmar Ratio ⓘ | -0.80 | -0.93 | -0.72 |
| Sortino Ratio ⓘ | -0.80 | -1.58 | -1.04 |