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 ⓘ | -25.15% | -50.43% | -61.08% |
| Price Trend ⓘ | -0.93 | -0.95 | -0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.92% | 44.04% | 53.74% |
| Max Drawdown ⓘ | -39.97% | -59.44% | -67.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.09 | -1.19 | -1.22 |
| Calmar Ratio ⓘ | -0.63 | -0.85 | -0.90 |
| Sortino Ratio ⓘ | -1.48 | -1.13 | -1.18 |