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 ⓘ | -9.68% | -26.65% | -46.33% |
| Price Trend ⓘ | -0.77 | -0.76 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.43% | 41.30% | 53.19% |
| Max Drawdown ⓘ | -40.26% | -46.07% | -60.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.31 | -0.69 | -0.95 |
| Calmar Ratio ⓘ | -0.24 | -0.58 | -0.77 |
| Sortino Ratio ⓘ | -0.50 | -1.03 | -1.26 |