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 ⓘ | -26.35% | -30.55% | 57.38% |
| Price Trend ⓘ | -0.78 | -0.61 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.96% | 52.76% | 83.02% |
| Max Drawdown ⓘ | -41.96% | -51.66% | -53.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.76 | -0.62 | 0.64 |
| Calmar Ratio ⓘ | -0.63 | -0.59 | 1.07 |
| Sortino Ratio ⓘ | -1.11 | -1.00 | 1.30 |