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 ⓘ | -37.10% | -32.32% | -50.62% |
| Price Trend ⓘ | -0.75 | -0.57 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.79% | 29.77% | 35.46% |
| Max Drawdown ⓘ | -43.14% | -43.14% | -55.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.42 | -1.15 | -1.54 |
| Calmar Ratio ⓘ | -0.86 | -0.75 | -0.91 |
| Sortino Ratio ⓘ | -1.27 | -1.09 | -1.45 |