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 ⓘ | -52.92% | -40.41% | -81.91% |
| Price Trend ⓘ | -0.65 | -0.51 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 90.35% | 97.16% | 121.17% |
| Max Drawdown ⓘ | -63.94% | -63.94% | -85.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.60 | -0.44 | -0.71 |
| Calmar Ratio ⓘ | -0.83 | -0.63 | -0.96 |
| Sortino Ratio ⓘ | -0.76 | -0.55 | -0.98 |