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 ⓘ | -23.48% | -30.89% | -28.02% |
| Price Trend ⓘ | -0.29 | -0.86 | -0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.82% | 43.61% | 67.62% |
| Max Drawdown ⓘ | -27.41% | -45.63% | -58.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.74 | -0.75 | -0.47 |
| Calmar Ratio ⓘ | -0.86 | -0.68 | -0.48 |
| Sortino Ratio ⓘ | -1.42 | -1.55 | -0.82 |