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 ⓘ | -9.06% | 7.85% | 28.10% |
| Price Trend ⓘ | -0.70 | -0.33 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 53.11% | 72.66% | 94.05% |
| Max Drawdown ⓘ | -45.26% | -64.38% | -64.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.19 | 0.08 | 0.26 |
| Calmar Ratio ⓘ | -0.20 | 0.12 | 0.44 |
| Sortino Ratio ⓘ | -0.30 | 0.14 | 0.47 |