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 ⓘ | -27.15% | -27.38% | -6.24% |
| Price Trend ⓘ | -0.84 | -0.82 | 0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.33% | 43.34% | 80.16% |
| Max Drawdown ⓘ | -34.84% | -50.82% | -50.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.03 | -0.68 | -0.13 |
| Calmar Ratio ⓘ | -0.78 | -0.54 | -0.12 |
| Sortino Ratio ⓘ | -2.12 | -1.31 | -0.22 |