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 ⓘ | -44.87% | -50.86% | -50.97% |
| Price Trend ⓘ | -0.90 | -0.97 | -0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.69% | 39.06% | 45.01% |
| Max Drawdown ⓘ | -51.50% | -60.69% | -61.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.25 | -1.35 | -1.22 |
| Calmar Ratio ⓘ | -0.87 | -0.84 | -0.83 |
| Sortino Ratio ⓘ | -1.11 | -1.18 | -1.19 |