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 ⓘ | -42.98% | -9.92% | -43.21% |
| Price Trend ⓘ | -0.95 | -0.61 | -0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.09% | 50.36% | 85.41% |
| Max Drawdown ⓘ | -51.45% | -57.71% | -60.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.29 | -0.24 | -0.56 |
| Calmar Ratio ⓘ | -0.84 | -0.17 | -0.71 |
| Sortino Ratio ⓘ | -1.87 | -0.31 | -0.84 |