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 ⓘ | -44.15% | -69.75% | -83.87% |
| Price Trend ⓘ | -0.86 | -0.94 | -0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 51.48% | 61.08% | 118.55% |
| Max Drawdown ⓘ | -56.30% | -74.65% | -93.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.88 | -1.18 | -0.74 |
| Calmar Ratio ⓘ | -0.78 | -0.93 | -0.90 |
| Sortino Ratio ⓘ | -1.50 | -1.84 | -0.96 |