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 ⓘ | -46.69% | -5.60% | -13.26% |
| Price Trend ⓘ | -0.85 | -0.19 | 0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.68% | 58.66% | 96.29% |
| Max Drawdown ⓘ | -53.41% | -53.41% | -56.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.50 | -0.13 | -0.18 |
| Calmar Ratio ⓘ | -0.87 | -0.10 | -0.23 |
| Sortino Ratio ⓘ | -2.13 | -0.25 | -0.32 |