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 ⓘ | -7.10% | -37.38% | -45.45% |
| Price Trend ⓘ | -0.17 | -0.92 | -0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.94% | 43.46% | 56.69% |
| Max Drawdown ⓘ | -30.37% | -56.13% | -61.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | -0.90 | -0.87 |
| Calmar Ratio ⓘ | -0.23 | -0.67 | -0.73 |
| Sortino Ratio ⓘ | -0.32 | -1.25 | -1.21 |