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 ⓘ | -12.96% | -26.72% | 51.60% |
| Price Trend ⓘ | -0.63 | -0.45 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.54% | 66.11% | 108.64% |
| Max Drawdown ⓘ | -46.43% | -49.20% | -63.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | -0.44 | 0.44 |
| Calmar Ratio ⓘ | -0.28 | -0.54 | 0.82 |
| Sortino Ratio ⓘ | -0.57 | -0.53 | 0.61 |