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 ⓘ | -8.44% | -17.41% | -52.69% |
| Price Trend ⓘ | 0.12 | -0.84 | -0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.84% | 25.65% | 40.80% |
| Max Drawdown ⓘ | -13.91% | -28.71% | -54.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | -0.75 | -1.39 |
| Calmar Ratio ⓘ | -0.61 | -0.61 | -0.97 |
| Sortino Ratio ⓘ | -0.58 | -0.76 | -1.30 |