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 ⓘ | -19.61% | -12.15% | -29.75% |
| Price Trend ⓘ | -0.67 | -0.58 | -0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 40.59% | 53.11% | 90.49% |
| Max Drawdown ⓘ | -43.30% | -43.30% | -64.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | -0.27 | -0.37 |
| Calmar Ratio ⓘ | -0.45 | -0.28 | -0.46 |
| Sortino Ratio ⓘ | -1.06 | -0.52 | -0.70 |