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 ⓘ | -15.62% | -30.18% | 60.37% |
| Price Trend ⓘ | -0.34 | -0.68 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 51.07% | 65.55% | 92.19% |
| Max Drawdown ⓘ | -34.09% | -50.89% | -50.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.32 | -0.49 | 0.61 |
| Calmar Ratio ⓘ | -0.46 | -0.59 | 1.19 |
| Sortino Ratio ⓘ | -0.45 | -0.66 | 0.94 |