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 ⓘ | -24.85% | -25.29% | 0.90% |
| Price Trend ⓘ | -0.89 | -0.80 | 0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.06% | 51.43% | 90.09% |
| Max Drawdown ⓘ | -42.81% | -65.79% | -65.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.76 | -0.53 | -0.04 |
| Calmar Ratio ⓘ | -0.58 | -0.38 | 0.01 |
| Sortino Ratio ⓘ | -1.41 | -0.90 | -0.07 |