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 ⓘ | -32.34% | -27.90% | 168.49% |
| Price Trend ⓘ | -0.20 | 0.54 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 52.12% | 87.36% | 113.63% |
| Max Drawdown ⓘ | -36.26% | -63.12% | -63.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.64 | -0.34 | 1.44 |
| Calmar Ratio ⓘ | -0.89 | -0.44 | 2.67 |
| Sortino Ratio ⓘ | -0.70 | -0.44 | 1.94 |