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 ⓘ | -10.18% | -30.55% | -49.43% |
| Price Trend ⓘ | -0.89 | -0.90 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.59% | 31.68% | 47.23% |
| Max Drawdown ⓘ | -22.35% | -42.86% | -56.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.67 | -1.03 | -1.14 |
| Calmar Ratio ⓘ | -0.46 | -0.71 | -0.87 |
| Sortino Ratio ⓘ | -1.10 | -1.31 | -1.41 |