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 ⓘ | -29.85% | 21.83% | 106.42% |
| Price Trend ⓘ | -0.84 | -0.38 | 0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 48.20% | 79.51% | 116.37% |
| Max Drawdown ⓘ | -50.18% | -73.42% | -73.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.64 | 0.25 | 0.88 |
| Calmar Ratio ⓘ | -0.59 | 0.30 | 1.45 |
| Sortino Ratio ⓘ | -1.21 | 0.50 | 1.84 |