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 ⓘ | -24.11% | -4.68% | 100.95% |
| Price Trend ⓘ | -0.81 | -0.39 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.97% | 59.37% | 87.31% |
| Max Drawdown ⓘ | -48.76% | -48.76% | -48.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.63 | -0.11 | 1.11 |
| Calmar Ratio ⓘ | -0.49 | -0.10 | 2.07 |
| Sortino Ratio ⓘ | -1.10 | -0.19 | 1.77 |