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 ⓘ | -18.44% | -12.93% | 149.06% |
| Price Trend ⓘ | -0.13 | 0.67 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.43% | 66.67% | 102.05% |
| Max Drawdown ⓘ | -30.67% | -38.80% | -46.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | -0.23 | 1.42 |
| Calmar Ratio ⓘ | -0.60 | -0.33 | 3.23 |
| Sortino Ratio ⓘ | -0.77 | -0.38 | 2.47 |