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 ⓘ | -49.51% | -60.63% | -66.77% |
| Price Trend ⓘ | -0.78 | -0.81 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 61.61% | 63.46% | 73.43% |
| Max Drawdown ⓘ | -61.49% | -68.04% | -75.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.82 | -0.99 | -0.96 |
| Calmar Ratio ⓘ | -0.81 | -0.89 | -0.88 |
| Sortino Ratio ⓘ | -0.66 | -0.82 | -0.84 |