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 ⓘ | -36.40% | -66.87% | N/A |
| Price Trend ⓘ | -0.77 | -0.82 | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 61.75% | 87.86% | N/A |
| Max Drawdown ⓘ | -59.29% | -73.86% | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.60 | -0.78 | N/A |
| Calmar Ratio ⓘ | -0.61 | -0.91 | N/A |
| Sortino Ratio ⓘ | -1.18 | -1.20 | N/A |