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 ⓘ | -29.35% | -47.77% | -69.85% |
| Price Trend ⓘ | -0.52 | -0.80 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.29% | 49.33% | 74.61% |
| Max Drawdown ⓘ | -29.84% | -57.27% | -72.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.36 | -1.01 | -0.99 |
| Calmar Ratio ⓘ | -0.98 | -0.83 | -0.96 |
| Sortino Ratio ⓘ | -1.67 | -0.84 | -0.97 |