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 ⓘ | -31.90% | -62.83% | -69.56% |
| Price Trend ⓘ | -0.95 | -0.92 | -0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.17% | 45.57% | 69.05% |
| Max Drawdown ⓘ | -49.24% | -69.44% | -80.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.21 | -1.42 | -1.07 |
| Calmar Ratio ⓘ | -0.65 | -0.90 | -0.87 |
| Sortino Ratio ⓘ | -1.71 | -1.67 | -1.46 |