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 ⓘ | -33.15% | -62.99% | -24.30% |
| Price Trend ⓘ | -0.55 | -0.85 | -0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 52.27% | 78.39% | 108.94% |
| Max Drawdown ⓘ | -44.86% | -76.42% | -76.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.65 | -0.83 | -0.26 |
| Calmar Ratio ⓘ | -0.74 | -0.82 | -0.32 |
| Sortino Ratio ⓘ | -1.31 | -1.63 | -0.51 |