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 ⓘ | -36.42% | -32.36% | 91.23% |
| Price Trend ⓘ | -0.78 | -0.38 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.73% | 67.10% | 108.77% |
| Max Drawdown ⓘ | -44.19% | -51.15% | -51.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.94 | -0.51 | 0.80 |
| Calmar Ratio ⓘ | -0.82 | -0.63 | 1.78 |
| Sortino Ratio ⓘ | -1.00 | -0.77 | 1.62 |