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 ⓘ | -12.24% | -20.06% | -47.91% |
| Price Trend ⓘ | -0.66 | -0.86 | -0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.14% | 17.67% | 25.46% |
| Max Drawdown ⓘ | -16.06% | -22.24% | -47.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.08 | -1.24 | -2.04 |
| Calmar Ratio ⓘ | -0.76 | -0.90 | -1.01 |
| Sortino Ratio ⓘ | -1.45 | -1.46 | -2.27 |