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 ⓘ | -49.08% | 1.76% | 21.09% |
| Price Trend ⓘ | -0.63 | -0.21 | 0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 62.15% | 78.62% | 100.63% |
| Max Drawdown ⓘ | -71.27% | -71.27% | -71.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | -0.00 | 0.17 |
| Calmar Ratio ⓘ | -0.69 | 0.02 | 0.30 |
| Sortino Ratio ⓘ | -0.80 | -0.00 | 0.21 |