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 ⓘ | -26.55% | 14.36% | -40.42% |
| Price Trend ⓘ | -0.21 | 0.41 | 0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 71.52% | 79.21% | 101.07% |
| Max Drawdown ⓘ | -71.27% | -71.27% | -71.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.38 | 0.16 | -0.44 |
| Calmar Ratio ⓘ | -0.37 | 0.20 | -0.57 |
| Sortino Ratio ⓘ | -0.43 | 0.18 | -0.56 |