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 ⓘ | -28.10% | -55.04% | -69.06% |
| Price Trend ⓘ | -0.87 | -0.81 | -0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.12% | 48.37% | 74.43% |
| Max Drawdown ⓘ | -33.14% | -59.68% | -70.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.52 | -1.18 | -0.98 |
| Calmar Ratio ⓘ | -0.85 | -0.92 | -0.97 |
| Sortino Ratio ⓘ | -2.22 | -1.00 | -0.95 |