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 ⓘ | -3.11% | -4.43% | -38.61% |
| Price Trend ⓘ | -0.25 | -0.60 | -0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.16% | 30.47% | 40.64% |
| Max Drawdown ⓘ | -14.85% | -29.44% | -43.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.22 | -0.21 | -1.05 |
| Calmar Ratio ⓘ | -0.21 | -0.15 | -0.89 |
| Sortino Ratio ⓘ | -0.36 | -0.26 | -1.18 |