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 ⓘ | -17.84% | -15.97% | -40.78% |
| Price Trend ⓘ | -0.32 | -0.70 | -0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.71% | 36.34% | 41.77% |
| Max Drawdown ⓘ | -26.65% | -34.02% | -44.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.65 | -0.49 | -1.07 |
| Calmar Ratio ⓘ | -0.67 | -0.47 | -0.91 |
| Sortino Ratio ⓘ | -0.91 | -0.66 | -1.50 |