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 ⓘ | -36.16% | -66.27% | -75.06% |
| Price Trend ⓘ | -0.50 | -0.47 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 55.10% | 66.88% | 104.30% |
| Max Drawdown ⓘ | -63.94% | -68.10% | -85.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.67 | -1.02 | -0.76 |
| Calmar Ratio ⓘ | -0.57 | -0.97 | -0.88 |
| Sortino Ratio ⓘ | -1.12 | -1.55 | -1.27 |