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 ⓘ | -3.79% | -38.20% | -49.65% |
| Price Trend ⓘ | -0.72 | -0.92 | -0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.74% | 40.33% | 44.48% |
| Max Drawdown ⓘ | -33.25% | -52.16% | -60.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.14 | -0.99 | -1.21 |
| Calmar Ratio ⓘ | -0.11 | -0.73 | -0.82 |
| Sortino Ratio ⓘ | -0.17 | -1.15 | -1.44 |