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 ⓘ | -18.59% | -29.34% | 24.01% |
| Price Trend ⓘ | -0.14 | -0.27 | 0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 40.23% | 55.97% | 100.96% |
| Max Drawdown ⓘ | -49.63% | -49.63% | -49.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.49 | -0.56 | 0.20 |
| Calmar Ratio ⓘ | -0.37 | -0.59 | 0.48 |
| Sortino Ratio ⓘ | -0.87 | -0.91 | 0.33 |