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 ⓘ | -23.82% | -14.94% | -56.86% |
| Price Trend ⓘ | -0.13 | -0.61 | -0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.80% | 31.45% | 45.49% |
| Max Drawdown ⓘ | -37.16% | -38.00% | -66.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.92 | -0.53 | -1.34 |
| Calmar Ratio ⓘ | -0.64 | -0.39 | -0.86 |
| Sortino Ratio ⓘ | -1.70 | -0.90 | -1.51 |