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 ⓘ | -21.28% | -57.81% | -63.06% |
| Price Trend ⓘ | -0.40 | -0.92 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.40% | 43.51% | 53.92% |
| Max Drawdown ⓘ | -33.22% | -65.05% | -76.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.66 | -1.37 | -1.24 |
| Calmar Ratio ⓘ | -0.64 | -0.89 | -0.83 |
| Sortino Ratio ⓘ | -0.65 | -1.43 | -1.33 |