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 ⓘ | -3.96% | -38.14% | -20.35% |
| Price Trend ⓘ | 0.33 | -0.87 | -0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.52% | 33.93% | 49.52% |
| Max Drawdown ⓘ | -13.24% | -44.93% | -48.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | -1.18 | -0.49 |
| Calmar Ratio ⓘ | -0.30 | -0.85 | -0.42 |
| Sortino Ratio ⓘ | -0.45 | -1.43 | -0.72 |