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 ⓘ | -30.39% | -23.96% | -57.32% |
| Price Trend ⓘ | -0.39 | -0.01 | -0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.28% | 51.13% | 81.65% |
| Max Drawdown ⓘ | -55.91% | -55.91% | -63.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.76 | -0.51 | -0.75 |
| Calmar Ratio ⓘ | -0.54 | -0.43 | -0.91 |
| Sortino Ratio ⓘ | -1.24 | -0.81 | -1.24 |