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 ⓘ | -56.20% | -73.70% | -91.67% |
| Price Trend ⓘ | -0.93 | -0.94 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 47.23% | 69.25% | 119.12% |
| Max Drawdown ⓘ | -59.20% | -78.20% | -96.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.21 | -1.09 | -0.80 |
| Calmar Ratio ⓘ | -0.95 | -0.94 | -0.95 |
| Sortino Ratio ⓘ | -2.07 | -1.86 | -1.03 |