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 ⓘ | -12.57% | 0.32% | 37.50% |
| Price Trend ⓘ | -0.80 | -0.63 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 48.74% | 70.09% | 103.42% |
| Max Drawdown ⓘ | -44.43% | -62.93% | -62.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.28 | -0.02 | 0.32 |
| Calmar Ratio ⓘ | -0.28 | 0.01 | 0.60 |
| Sortino Ratio ⓘ | -0.56 | -0.04 | 0.64 |