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 ⓘ | -3.86% | -40.08% | -79.47% |
| Price Trend ⓘ | 0.29 | -0.87 | -0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.94% | 40.38% | 61.70% |
| Max Drawdown ⓘ | -23.35% | -56.94% | -82.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.15 | -1.04 | -1.35 |
| Calmar Ratio ⓘ | -0.17 | -0.70 | -0.96 |
| Sortino Ratio ⓘ | -0.21 | -1.46 | -1.75 |