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 ⓘ | -1.99% | -32.97% | -63.99% |
| Price Trend ⓘ | -0.33 | -0.69 | -0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.91% | 48.04% | 64.30% |
| Max Drawdown ⓘ | -24.73% | -49.55% | -76.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | -0.73 | -1.06 |
| Calmar Ratio ⓘ | -0.08 | -0.67 | -0.83 |
| Sortino Ratio ⓘ | -0.15 | -0.82 | -1.23 |