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 ⓘ | -25.12% | -33.27% | -58.32% |
| Price Trend ⓘ | -0.96 | -0.81 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.60% | 60.62% | 71.55% |
| Max Drawdown ⓘ | -31.75% | -67.58% | -67.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.41 | -0.58 | -0.88 |
| Calmar Ratio ⓘ | -0.79 | -0.49 | -0.86 |
| Sortino Ratio ⓘ | -2.03 | -0.70 | -1.15 |