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 ⓘ | -4.72% | -47.50% | -47.68% |
| Price Trend ⓘ | -0.87 | -0.91 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.87% | 35.78% | 43.42% |
| Max Drawdown ⓘ | -23.64% | -54.66% | -63.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.32 | -1.38 | -1.19 |
| Calmar Ratio ⓘ | -0.20 | -0.87 | -0.75 |
| Sortino Ratio ⓘ | -0.45 | -1.37 | -1.30 |