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 ⓘ | -9.17% | -7.37% | -32.40% |
| Price Trend ⓘ | -0.60 | -0.43 | -0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.91% | 21.14% | 35.38% |
| Max Drawdown ⓘ | -9.10% | -14.09% | -31.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | -0.45 | -1.04 |
| Calmar Ratio ⓘ | -1.01 | -0.52 | -1.02 |
| Sortino Ratio ⓘ | -1.06 | -0.70 | -1.40 |