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 ⓘ | -58.71% | -65.60% | -60.86% |
| Price Trend ⓘ | -0.94 | -0.91 | -0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.53% | 51.68% | 94.19% |
| Max Drawdown ⓘ | -61.37% | -75.37% | -76.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.95 | -1.31 | -0.69 |
| Calmar Ratio ⓘ | -0.96 | -0.87 | -0.79 |
| Sortino Ratio ⓘ | -2.45 | -1.95 | -0.99 |