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 ⓘ | 45.64% | -35.24% | -63.04% |
| Price Trend ⓘ | 0.69 | -0.62 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 61.77% | 70.62% | 96.29% |
| Max Drawdown ⓘ | -28.12% | -63.72% | -78.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.72 | -0.53 | -0.70 |
| Calmar Ratio ⓘ | 1.62 | -0.55 | -0.81 |
| Sortino Ratio ⓘ | 1.79 | -1.05 | -1.06 |