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 ⓘ | -15.63% | -32.81% | -47.79% |
| Price Trend ⓘ | -0.37 | -0.84 | -0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.26% | 34.43% | 44.61% |
| Max Drawdown ⓘ | -26.81% | -40.10% | -54.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.63 | -1.01 | -1.16 |
| Calmar Ratio ⓘ | -0.58 | -0.82 | -0.87 |
| Sortino Ratio ⓘ | -0.76 | -1.26 | -1.55 |