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 ⓘ | -31.55% | -23.74% | -61.33% |
| Price Trend ⓘ | -0.89 | -0.80 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.69% | 31.41% | 47.84% |
| Max Drawdown ⓘ | -36.39% | -44.81% | -64.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.43 | -0.81 | -1.36 |
| Calmar Ratio ⓘ | -0.87 | -0.53 | -0.95 |
| Sortino Ratio ⓘ | -1.78 | -1.10 | -1.52 |