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 ⓘ | -6.96% | -21.75% | -45.29% |
| Price Trend ⓘ | -0.81 | -0.85 | -0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.61% | 24.59% | 30.89% |
| Max Drawdown ⓘ | -27.06% | -30.08% | -50.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.40 | -0.96 | -1.59 |
| Calmar Ratio ⓘ | -0.26 | -0.72 | -0.89 |
| Sortino Ratio ⓘ | -0.75 | -1.32 | -1.92 |