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 ⓘ | -53.96% | -48.57% | -41.56% |
| Price Trend ⓘ | -0.83 | -0.71 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 61.66% | 67.11% | 133.42% |
| Max Drawdown ⓘ | -61.09% | -62.09% | -70.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.89 | -0.75 | -0.34 |
| Calmar Ratio ⓘ | -0.88 | -0.78 | -0.59 |
| Sortino Ratio ⓘ | -0.74 | -0.63 | -0.53 |