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 ⓘ | -15.03% | -44.90% | -68.61% |
| Price Trend ⓘ | -0.72 | -0.89 | -0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.16% | 48.37% | 57.98% |
| Max Drawdown ⓘ | -39.64% | -55.89% | -72.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.42 | -0.97 | -1.25 |
| Calmar Ratio ⓘ | -0.38 | -0.80 | -0.95 |
| Sortino Ratio ⓘ | -0.50 | -1.17 | -1.47 |