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 ⓘ | -31.62% | -58.53% | -66.83% |
| Price Trend ⓘ | -0.65 | -0.87 | -0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.65% | 47.20% | 57.10% |
| Max Drawdown ⓘ | -33.19% | -60.40% | -70.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.22 | -1.28 | -1.24 |
| Calmar Ratio ⓘ | -0.95 | -0.97 | -0.94 |
| Sortino Ratio ⓘ | -1.83 | -1.26 | -1.24 |