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 ⓘ | -35.77% | -42.44% | 81.87% |
| Price Trend ⓘ | -0.92 | -0.94 | 0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.42% | 45.07% | 86.68% |
| Max Drawdown ⓘ | -40.23% | -58.26% | -58.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.25 | -0.99 | 0.90 |
| Calmar Ratio ⓘ | -0.89 | -0.73 | 1.41 |
| Sortino Ratio ⓘ | -1.77 | -1.68 | 2.11 |