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 ⓘ | -12.93% | -21.95% | -53.69% |
| Price Trend ⓘ | -0.66 | -0.61 | -0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.92% | 55.03% | 86.56% |
| Max Drawdown ⓘ | -31.25% | -49.78% | -59.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.40 | -0.43 | -0.67 |
| Calmar Ratio ⓘ | -0.41 | -0.44 | -0.91 |
| Sortino Ratio ⓘ | -0.84 | -0.87 | -1.24 |