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 ⓘ | -21.50% | -43.28% | -36.97% |
| Price Trend ⓘ | -0.81 | -0.74 | -0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.07% | 60.11% | 86.60% |
| Max Drawdown ⓘ | -38.17% | -57.20% | -64.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.57 | -0.75 | -0.47 |
| Calmar Ratio ⓘ | -0.56 | -0.76 | -0.57 |
| Sortino Ratio ⓘ | -0.92 | -1.10 | -0.71 |