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 ⓘ | -2.59% | -18.70% | -73.99% |
| Price Trend ⓘ | -0.15 | -0.71 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.99% | 33.21% | 66.11% |
| Max Drawdown ⓘ | -20.87% | -30.30% | -76.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.14 | -0.62 | -1.18 |
| Calmar Ratio ⓘ | -0.12 | -0.62 | -0.97 |
| Sortino Ratio ⓘ | -0.24 | -1.05 | -1.58 |