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 ⓘ | -33.08% | -9.96% | -27.50% |
| Price Trend ⓘ | -0.75 | -0.53 | -0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 44.72% | 47.31% | 56.67% |
| Max Drawdown ⓘ | -36.98% | -40.53% | -40.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.76 | -0.25 | -0.56 |
| Calmar Ratio ⓘ | -0.89 | -0.25 | -0.68 |
| Sortino Ratio ⓘ | -0.70 | -0.23 | -0.56 |