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 ⓘ | -22.14% | -1.20% | 170.33% |
| Price Trend ⓘ | -0.67 | -0.73 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.46% | 58.86% | 87.67% |
| Max Drawdown ⓘ | -30.49% | -52.55% | -52.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.63 | -0.05 | 1.90 |
| Calmar Ratio ⓘ | -0.73 | -0.02 | 3.24 |
| Sortino Ratio ⓘ | -1.08 | -0.10 | 3.61 |