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 ⓘ | -32.22% | -27.01% | 7.23% |
| Price Trend ⓘ | -0.65 | -0.50 | 0.07 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.11% | 52.10% | 84.62% |
| Max Drawdown ⓘ | -47.28% | -49.63% | -49.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.95 | -0.56 | 0.04 |
| Calmar Ratio ⓘ | -0.68 | -0.54 | 0.15 |
| Sortino Ratio ⓘ | -1.66 | -1.00 | 0.06 |