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 ⓘ | -11.93% | -7.67% | -15.72% |
| Price Trend ⓘ | -0.25 | -0.53 | 0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.10% | 48.22% | 63.04% |
| Max Drawdown ⓘ | -27.28% | -42.54% | -42.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | -0.20 | -0.31 |
| Calmar Ratio ⓘ | -0.44 | -0.18 | -0.37 |
| Sortino Ratio ⓘ | -0.78 | -0.43 | -0.68 |