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 ⓘ | -40.30% | -37.48% | -13.30% |
| Price Trend ⓘ | -0.95 | -0.84 | 0.00 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.70% | 31.91% | 44.41% |
| Max Drawdown ⓘ | -50.55% | -57.39% | -57.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.54 | -1.23 | -0.39 |
| Calmar Ratio ⓘ | -0.80 | -0.65 | -0.23 |
| Sortino Ratio ⓘ | -1.74 | -1.48 | -0.49 |