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 ⓘ | -34.52% | -22.82% | 68.36% |
| Price Trend ⓘ | -0.95 | 0.23 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.01% | 52.34% | 59.85% |
| Max Drawdown ⓘ | -38.71% | -40.27% | -40.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.23 | -0.48 | 1.07 |
| Calmar Ratio ⓘ | -0.89 | -0.57 | 1.70 |
| Sortino Ratio ⓘ | -2.11 | -0.76 | 1.62 |