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 ⓘ | -5.16% | -49.71% | -69.65% |
| Price Trend ⓘ | 0.11 | -0.85 | -0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.94% | 66.03% | 72.40% |
| Max Drawdown ⓘ | -24.83% | -61.49% | -75.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | -0.78 | -1.02 |
| Calmar Ratio ⓘ | -0.21 | -0.81 | -0.92 |
| Sortino Ratio ⓘ | -0.31 | -0.66 | -0.86 |