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 ⓘ | -52.74% | -64.99% | -86.55% |
| Price Trend ⓘ | -0.77 | -0.94 | -0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 47.39% | 58.52% | 72.14% |
| Max Drawdown ⓘ | -53.31% | -73.30% | -86.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.13 | -1.14 | -1.25 |
| Calmar Ratio ⓘ | -0.99 | -0.89 | -1.00 |
| Sortino Ratio ⓘ | -1.06 | -1.16 | -1.23 |