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 ⓘ | -41.10% | -50.25% | -43.39% |
| Price Trend ⓘ | -0.94 | -0.96 | -0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.12% | 34.45% | 45.78% |
| Max Drawdown ⓘ | -45.03% | -56.97% | -56.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.35 | -1.52 | -1.04 |
| Calmar Ratio ⓘ | -0.91 | -0.88 | -0.76 |
| Sortino Ratio ⓘ | -1.29 | -1.52 | -1.08 |