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 ⓘ | -14.64% | -5.79% | -20.70% |
| Price Trend ⓘ | -0.51 | -0.73 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.21% | 28.97% | 53.07% |
| Max Drawdown ⓘ | -28.11% | -28.94% | -49.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.74 | -0.27 | -0.47 |
| Calmar Ratio ⓘ | -0.52 | -0.20 | -0.41 |
| Sortino Ratio ⓘ | -1.00 | -0.36 | -0.53 |