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 ⓘ | -6.09% | -3.13% | -24.97% |
| Price Trend ⓘ | -0.03 | -0.61 | -0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.68% | 21.96% | 34.37% |
| Max Drawdown ⓘ | -13.35% | -20.29% | -38.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.48 | -0.24 | -0.85 |
| Calmar Ratio ⓘ | -0.46 | -0.15 | -0.65 |
| Sortino Ratio ⓘ | -0.82 | -0.40 | -1.24 |