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 ⓘ | -2.01% | -17.73% | -51.14% |
| Price Trend ⓘ | 0.39 | -0.63 | -0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.26% | 33.94% | 69.14% |
| Max Drawdown ⓘ | -14.50% | -29.57% | -75.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | -0.58 | -0.80 |
| Calmar Ratio ⓘ | -0.14 | -0.60 | -0.68 |
| Sortino Ratio ⓘ | -0.27 | -1.13 | -1.03 |