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 ⓘ | -3.46% | -22.51% | -31.00% |
| Price Trend ⓘ | 0.62 | 0.51 | 0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.84% | 66.04% | 112.65% |
| Max Drawdown ⓘ | -28.78% | -51.02% | -71.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | -0.37 | -0.32 |
| Calmar Ratio ⓘ | -0.12 | -0.44 | -0.43 |
| Sortino Ratio ⓘ | -0.16 | -0.57 | -0.48 |