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 ⓘ | -48.83% | -40.04% | -44.31% |
| Price Trend ⓘ | -0.88 | -0.75 | -0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.73% | 46.02% | 58.20% |
| Max Drawdown ⓘ | -58.08% | -58.76% | -58.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.35 | -0.91 | -0.83 |
| Calmar Ratio ⓘ | -0.84 | -0.68 | -0.75 |
| Sortino Ratio ⓘ | -1.53 | -1.14 | -1.12 |