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 ⓘ | -37.54% | -28.35% | -65.46% |
| Price Trend ⓘ | -0.77 | -0.24 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.41% | 38.71% | 47.85% |
| Max Drawdown ⓘ | -42.65% | -43.46% | -66.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.15 | -0.78 | -1.45 |
| Calmar Ratio ⓘ | -0.88 | -0.65 | -0.98 |
| Sortino Ratio ⓘ | -1.03 | -0.76 | -1.48 |