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 ⓘ | -48.16% | -52.61% | -58.33% |
| Price Trend ⓘ | -0.90 | -0.87 | -0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.89% | 40.67% | 80.36% |
| Max Drawdown ⓘ | -52.60% | -62.60% | -62.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.59 | -1.34 | -0.78 |
| Calmar Ratio ⓘ | -0.92 | -0.84 | -0.93 |
| Sortino Ratio ⓘ | -2.43 | -2.01 | -1.25 |