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 ⓘ | -6.83% | -25.72% | -48.54% |
| Price Trend ⓘ | -0.44 | -0.00 | -0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.72% | 42.56% | 57.02% |
| Max Drawdown ⓘ | -31.49% | -34.78% | -56.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | -0.65 | -0.92 |
| Calmar Ratio ⓘ | -0.22 | -0.74 | -0.86 |
| Sortino Ratio ⓘ | -0.39 | -1.06 | -1.41 |