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 ⓘ | -9.72% | 2.46% | 120.57% |
| Price Trend ⓘ | -0.34 | -0.55 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.18% | 20.78% | 46.94% |
| Max Drawdown ⓘ | -18.46% | -19.45% | -19.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.70 | 0.03 | 2.48 |
| Calmar Ratio ⓘ | -0.53 | 0.13 | 6.20 |
| Sortino Ratio ⓘ | -0.98 | 0.05 | 6.35 |