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 ⓘ | -47.18% | -20.53% | 58.90% |
| Price Trend ⓘ | -0.95 | -0.41 | 0.49 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.83% | 54.69% | 69.67% |
| Max Drawdown ⓘ | -45.78% | -60.15% | -60.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.34 | -0.41 | 0.79 |
| Calmar Ratio ⓘ | -1.03 | -0.34 | 0.98 |
| Sortino Ratio ⓘ | -2.20 | -0.75 | 1.27 |