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 ⓘ | -22.00% | -41.82% | -53.43% |
| Price Trend ⓘ | -0.51 | -0.89 | -0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.79% | 33.82% | 45.92% |
| Max Drawdown ⓘ | -31.88% | -44.42% | -59.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.85 | -1.29 | -1.25 |
| Calmar Ratio ⓘ | -0.69 | -0.94 | -0.90 |
| Sortino Ratio ⓘ | -1.45 | -2.22 | -1.70 |