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 ⓘ | -25.90% | -51.60% | 37.97% |
| Price Trend ⓘ | -0.78 | -0.93 | 0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.60% | 43.31% | 83.23% |
| Max Drawdown ⓘ | -27.75% | -57.79% | -58.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.94 | -1.24 | 0.41 |
| Calmar Ratio ⓘ | -0.93 | -0.89 | 0.65 |
| Sortino Ratio ⓘ | -1.31 | -1.99 | 0.93 |