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 ⓘ | -50.18% | -43.01% | -35.55% |
| Price Trend ⓘ | -0.88 | -0.66 | -0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.38% | 50.84% | 78.49% |
| Max Drawdown ⓘ | -60.68% | -60.68% | -60.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.41 | -0.88 | -0.51 |
| Calmar Ratio ⓘ | -0.83 | -0.71 | -0.59 |
| Sortino Ratio ⓘ | -2.26 | -1.41 | -0.82 |