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 ⓘ | -38.42% | -47.52% | -27.95% |
| Price Trend ⓘ | -0.75 | -0.68 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 45.75% | 59.61% | 85.71% |
| Max Drawdown ⓘ | -46.10% | -55.37% | -55.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -0.83 | -0.37 |
| Calmar Ratio ⓘ | -0.83 | -0.86 | -0.50 |
| Sortino Ratio ⓘ | -1.22 | -1.10 | -0.56 |