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 ⓘ | -7.52% | -3.08% | 74.14% |
| Price Trend ⓘ | 0.02 | -0.76 | 0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.70% | 49.30% | 68.95% |
| Max Drawdown ⓘ | -34.42% | -48.72% | -48.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | -0.10 | 1.02 |
| Calmar Ratio ⓘ | -0.22 | -0.06 | 1.52 |
| Sortino Ratio ⓘ | -0.24 | -0.13 | 1.64 |