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 ⓘ | -18.53% | -9.64% | 85.36% |
| Price Trend ⓘ | -0.45 | -0.44 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.92% | 54.26% | 81.02% |
| Max Drawdown ⓘ | -25.91% | -36.05% | -41.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | -0.21 | 1.00 |
| Calmar Ratio ⓘ | -0.72 | -0.27 | 2.07 |
| Sortino Ratio ⓘ | -0.98 | -0.43 | 2.23 |