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 ⓘ | -47.81% | -42.27% | -36.97% |
| Price Trend ⓘ | -0.55 | -0.34 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 58.93% | 76.04% | 112.91% |
| Max Drawdown ⓘ | -65.19% | -65.19% | -65.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.83 | -0.58 | -0.37 |
| Calmar Ratio ⓘ | -0.73 | -0.65 | -0.57 |
| Sortino Ratio ⓘ | -1.64 | -1.05 | -0.66 |