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 ⓘ | -57.06% | -57.34% | 4.57% |
| Price Trend ⓘ | -0.84 | -0.83 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 56.87% | 74.34% | 111.87% |
| Max Drawdown ⓘ | -73.48% | -73.48% | -73.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.02 | -0.80 | 0.00 |
| Calmar Ratio ⓘ | -0.78 | -0.78 | 0.06 |
| Sortino Ratio ⓘ | -1.73 | -1.39 | 0.01 |