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 ⓘ | -29.77% | -30.94% | -49.05% |
| Price Trend ⓘ | -0.18 | 0.43 | -0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 44.00% | 60.85% | 73.07% |
| Max Drawdown ⓘ | -43.45% | -43.45% | -67.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.70 | -0.54 | -0.73 |
| Calmar Ratio ⓘ | -0.69 | -0.71 | -0.73 |
| Sortino Ratio ⓘ | -0.52 | -0.54 | -0.69 |