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 ⓘ | -25.49% | -62.03% | -46.70% |
| Price Trend ⓘ | -0.85 | -0.95 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 44.85% | 54.25% | 79.86% |
| Max Drawdown ⓘ | -43.39% | -70.25% | -76.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.59 | -1.18 | -0.64 |
| Calmar Ratio ⓘ | -0.59 | -0.88 | -0.61 |
| Sortino Ratio ⓘ | -1.05 | -1.99 | -1.02 |