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 ⓘ | -24.62% | -46.65% | -31.94% |
| Price Trend ⓘ | -0.83 | -0.85 | -0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 44.47% | 60.45% | 84.20% |
| Max Drawdown ⓘ | -46.03% | -70.53% | -70.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.57 | -0.80 | -0.43 |
| Calmar Ratio ⓘ | -0.53 | -0.66 | -0.45 |
| Sortino Ratio ⓘ | -0.96 | -1.33 | -0.70 |