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 ⓘ | -17.64% | -32.16% | -59.29% |
| Price Trend ⓘ | -0.77 | -0.65 | -0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.41% | 40.31% | 49.66% |
| Max Drawdown ⓘ | -44.01% | -49.52% | -67.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.60 | -0.85 | -1.29 |
| Calmar Ratio ⓘ | -0.40 | -0.65 | -0.88 |
| Sortino Ratio ⓘ | -0.56 | -0.95 | -1.45 |