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 ⓘ | -35.05% | -45.55% | -39.68% |
| Price Trend ⓘ | -0.89 | -0.87 | -0.23 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.62% | 33.25% | 43.27% |
| Max Drawdown ⓘ | -43.65% | -52.58% | -52.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.35 | -1.43 | -1.01 |
| Calmar Ratio ⓘ | -0.80 | -0.87 | -0.75 |
| Sortino Ratio ⓘ | -1.44 | -1.73 | -1.32 |