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 ⓘ | -52.92% | -51.14% | -23.66% |
| Price Trend ⓘ | -0.84 | -0.45 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 47.22% | 59.20% | 79.33% |
| Max Drawdown ⓘ | -65.37% | -65.37% | -65.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.14 | -0.90 | -0.35 |
| Calmar Ratio ⓘ | -0.81 | -0.78 | -0.36 |
| Sortino Ratio ⓘ | -1.14 | -1.02 | -0.46 |