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 ⓘ | -6.19% | -38.24% | -15.95% |
| Price Trend ⓘ | 0.15 | -0.85 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.24% | 49.30% | 83.04% |
| Max Drawdown ⓘ | -32.54% | -57.71% | -60.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.20 | -0.82 | -0.24 |
| Calmar Ratio ⓘ | -0.19 | -0.66 | -0.26 |
| Sortino Ratio ⓘ | -0.33 | -1.07 | -0.38 |