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 ⓘ | -47.12% | -64.01% | -3.50% |
| Price Trend ⓘ | -0.84 | -0.92 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.14% | 56.57% | 86.45% |
| Max Drawdown ⓘ | -59.12% | -75.71% | -75.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.17 | -1.17 | -0.09 |
| Calmar Ratio ⓘ | -0.80 | -0.85 | -0.05 |
| Sortino Ratio ⓘ | -1.44 | -1.59 | -0.14 |