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 ⓘ | -22.43% | -23.92% | -41.69% |
| Price Trend ⓘ | -0.60 | -0.89 | -0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.83% | 37.87% | 65.44% |
| Max Drawdown ⓘ | -31.68% | -42.92% | -62.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.91 | -0.69 | -0.70 |
| Calmar Ratio ⓘ | -0.71 | -0.56 | -0.67 |
| Sortino Ratio ⓘ | -1.55 | -1.21 | -1.01 |