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 ⓘ | -9.32% | -26.06% | -54.99% |
| Price Trend ⓘ | -0.29 | -0.89 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.48% | 31.95% | 69.37% |
| Max Drawdown ⓘ | -18.54% | -33.61% | -75.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.42 | -0.88 | -0.85 |
| Calmar Ratio ⓘ | -0.50 | -0.78 | -0.73 |
| Sortino Ratio ⓘ | -0.76 | -1.58 | -1.10 |