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 ⓘ | -42.15% | -39.73% | 20.66% |
| Price Trend ⓘ | -0.85 | -0.76 | 0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.05% | 53.34% | 104.44% |
| Max Drawdown ⓘ | -50.21% | -52.78% | -63.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.23 | -0.78 | 0.16 |
| Calmar Ratio ⓘ | -0.84 | -0.75 | 0.33 |
| Sortino Ratio ⓘ | -1.90 | -1.30 | 0.22 |