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 ⓘ | -30.69% | -49.24% | -55.78% |
| Price Trend ⓘ | -0.96 | -0.96 | -0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.69% | 32.62% | 38.28% |
| Max Drawdown ⓘ | -36.13% | -53.97% | -67.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.53 | -1.57 | -1.56 |
| Calmar Ratio ⓘ | -0.85 | -0.91 | -0.83 |
| Sortino Ratio ⓘ | -1.99 | -1.71 | -1.69 |