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 ⓘ | -17.89% | -38.98% | -54.93% |
| Price Trend ⓘ | -0.72 | -0.94 | -0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.89% | 31.27% | 70.89% |
| Max Drawdown ⓘ | -29.57% | -44.71% | -75.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | -1.31 | -0.83 |
| Calmar Ratio ⓘ | -0.61 | -0.87 | -0.73 |
| Sortino Ratio ⓘ | -1.41 | -2.33 | -1.10 |