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 ⓘ | -10.71% | -32.36% | -34.80% |
| Price Trend ⓘ | -0.61 | -0.77 | -0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.63% | 34.74% | 43.20% |
| Max Drawdown ⓘ | -26.07% | -35.15% | -46.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.49 | -0.98 | -0.90 |
| Calmar Ratio ⓘ | -0.41 | -0.92 | -0.74 |
| Sortino Ratio ⓘ | -0.60 | -1.34 | -1.17 |