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 ⓘ | -6.19% | -3.32% | 100.89% |
| Price Trend ⓘ | -0.47 | 0.40 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.81% | 116.13% | 120.65% |
| Max Drawdown ⓘ | -14.64% | -45.51% | -45.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.39 | -0.05 | 0.80 |
| Calmar Ratio ⓘ | -0.42 | -0.07 | 2.22 |
| Sortino Ratio ⓘ | -0.49 | -0.15 | 2.35 |