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 ⓘ | -9.54% | -3.32% | -37.54% |
| Price Trend ⓘ | -0.68 | -0.52 | -0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.45% | 28.68% | 50.88% |
| Max Drawdown ⓘ | -24.62% | -26.91% | -60.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.43 | -0.18 | -0.82 |
| Calmar Ratio ⓘ | -0.39 | -0.12 | -0.63 |
| Sortino Ratio ⓘ | -0.40 | -0.19 | -0.81 |