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 ⓘ | -3.00% | -38.54% | -46.51% |
| Price Trend ⓘ | -0.61 | -0.86 | -0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.00% | 42.72% | 47.60% |
| Max Drawdown ⓘ | -27.10% | -60.05% | -61.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.18 | -0.95 | -1.07 |
| Calmar Ratio ⓘ | -0.11 | -0.64 | -0.76 |
| Sortino Ratio ⓘ | -0.25 | -0.93 | -1.05 |