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 ⓘ | -25.16% | -44.31% | -46.87% |
| Price Trend ⓘ | -0.96 | -0.97 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.53% | 29.36% | 32.37% |
| Max Drawdown ⓘ | -31.45% | -48.14% | -51.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.27 | -1.57 | -1.57 |
| Calmar Ratio ⓘ | -0.80 | -0.92 | -0.91 |
| Sortino Ratio ⓘ | -1.86 | -1.70 | -1.71 |