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 ⓘ | -9.58% | -43.72% | -53.67% |
| Price Trend ⓘ | -0.66 | -0.94 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.00% | 34.10% | 41.56% |
| Max Drawdown ⓘ | -25.52% | -51.86% | -58.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.39 | -1.34 | -1.39 |
| Calmar Ratio ⓘ | -0.38 | -0.84 | -0.91 |
| Sortino Ratio ⓘ | -0.62 | -1.80 | -1.72 |