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 ⓘ | -9.65% | -40.45% | -31.16% |
| Price Trend ⓘ | -0.78 | -0.93 | -0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.82% | 28.31% | 38.79% |
| Max Drawdown ⓘ | -22.76% | -44.68% | -50.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | -1.49 | -0.91 |
| Calmar Ratio ⓘ | -0.42 | -0.91 | -0.62 |
| Sortino Ratio ⓘ | -0.87 | -2.08 | -1.37 |