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 ⓘ | -22.87% | -7.05% | 115.37% |
| Price Trend ⓘ | -0.66 | -0.50 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 49.63% | 77.96% | 111.93% |
| Max Drawdown ⓘ | -44.34% | -64.32% | -64.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.48 | -0.12 | 0.99 |
| Calmar Ratio ⓘ | -0.52 | -0.11 | 1.79 |
| Sortino Ratio ⓘ | -0.87 | -0.21 | 2.01 |