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 ⓘ | -52.70% | -56.47% | -50.28% |
| Price Trend ⓘ | -0.80 | -0.90 | -0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.62% | 48.98% | 69.21% |
| Max Drawdown ⓘ | -53.88% | -59.75% | -70.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.55 | -1.19 | -0.79 |
| Calmar Ratio ⓘ | -0.98 | -0.95 | -0.71 |
| Sortino Ratio ⓘ | -1.63 | -1.50 | -1.07 |