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 ⓘ | -19.35% | -25.15% | -36.06% |
| Price Trend ⓘ | -0.41 | 0.03 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.74% | 40.25% | 56.45% |
| Max Drawdown ⓘ | -31.31% | -31.31% | -52.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.74 | -0.68 | -0.72 |
| Calmar Ratio ⓘ | -0.62 | -0.80 | -0.69 |
| Sortino Ratio ⓘ | -0.89 | -0.79 | -0.96 |