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 ⓘ | -28.94% | -54.78% | -43.62% |
| Price Trend ⓘ | -0.83 | -0.95 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.41% | 46.88% | 59.00% |
| Max Drawdown ⓘ | -42.14% | -59.39% | -70.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.87 | -1.21 | -0.81 |
| Calmar Ratio ⓘ | -0.69 | -0.92 | -0.62 |
| Sortino Ratio ⓘ | -1.10 | -1.60 | -1.02 |