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 ⓘ | -42.55% | -66.28% | -45.63% |
| Price Trend ⓘ | -0.91 | -0.92 | 0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 49.17% | 74.82% | 106.83% |
| Max Drawdown ⓘ | -55.71% | -73.33% | -73.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.89 | -0.91 | -0.47 |
| Calmar Ratio ⓘ | -0.76 | -0.90 | -0.62 |
| Sortino Ratio ⓘ | -1.38 | -1.52 | -0.80 |