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 ⓘ | -4.67% | -4.69% | -30.53% |
| Price Trend ⓘ | 0.73 | -0.51 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.44% | 37.67% | 51.87% |
| Max Drawdown ⓘ | -23.99% | -43.66% | -55.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | -0.17 | -0.66 |
| Calmar Ratio ⓘ | -0.19 | -0.11 | -0.55 |
| Sortino Ratio ⓘ | -0.24 | -0.20 | -0.76 |