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 ⓘ | -24.68% | -41.28% | -62.71% |
| Price Trend ⓘ | -0.87 | -0.92 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.62% | 42.28% | 55.02% |
| Max Drawdown ⓘ | -48.42% | -59.97% | -71.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.76 | -1.02 | -1.21 |
| Calmar Ratio ⓘ | -0.51 | -0.69 | -0.88 |
| Sortino Ratio ⓘ | -1.01 | -1.21 | -1.53 |