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 ⓘ | 0.00% | -37.24% | -55.50% |
| Price Trend ⓘ | -0.51 | -0.87 | -0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.19% | 34.97% | 40.42% |
| Max Drawdown ⓘ | -30.22% | -42.27% | -63.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.03 | -1.12 | -1.47 |
| Calmar Ratio ⓘ | 0.00 | -0.88 | -0.88 |
| Sortino Ratio ⓘ | -0.07 | -1.57 | -1.89 |