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 ⓘ | -11.29% | -20.21% | 116.34% |
| Price Trend ⓘ | -0.70 | -0.18 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.76% | 46.54% | 66.98% |
| Max Drawdown ⓘ | -22.72% | -39.83% | -39.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.40 | -0.48 | 1.67 |
| Calmar Ratio ⓘ | -0.50 | -0.51 | 2.92 |
| Sortino Ratio ⓘ | -0.82 | -0.83 | 3.48 |