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 ⓘ | -41.62% | -63.30% | -46.46% |
| Price Trend ⓘ | -0.66 | -0.90 | -0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.65% | 47.53% | 68.27% |
| Max Drawdown ⓘ | -51.62% | -68.11% | -68.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.13 | -1.37 | -0.74 |
| Calmar Ratio ⓘ | -0.81 | -0.93 | -0.67 |
| Sortino Ratio ⓘ | -1.27 | -1.72 | -1.00 |