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 ⓘ | -37.51% | -63.97% | N/A |
| Price Trend ⓘ | -0.74 | -0.88 | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.74% | 58.06% | N/A |
| Max Drawdown ⓘ | -53.29% | -71.53% | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.97 | -1.14 | N/A |
| Calmar Ratio ⓘ | -0.70 | -0.89 | N/A |
| Sortino Ratio ⓘ | -1.52 | -2.01 | N/A |