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 ⓘ | -48.68% | -49.19% | -27.51% |
| Price Trend ⓘ | -0.47 | -0.15 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 57.48% | 62.01% | 132.80% |
| Max Drawdown ⓘ | -60.45% | -61.47% | -69.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -0.83 | -0.24 |
| Calmar Ratio ⓘ | -0.81 | -0.80 | -0.40 |
| Sortino Ratio ⓘ | -0.68 | -0.66 | -0.37 |