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 ⓘ | -20.52% | -5.20% | 18.00% |
| Price Trend ⓘ | -0.85 | -0.33 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 45.73% | 55.12% | 82.82% |
| Max Drawdown ⓘ | -49.98% | -49.98% | -49.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.47 | -0.13 | 0.17 |
| Calmar Ratio ⓘ | -0.41 | -0.10 | 0.36 |
| Sortino Ratio ⓘ | -0.53 | -0.15 | 0.20 |