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 ⓘ | -3.52% | -0.84% | 165.88% |
| Price Trend ⓘ | 0.38 | 0.12 | 0.35 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.79% | 51.24% | 94.05% |
| Max Drawdown ⓘ | -28.46% | -34.48% | -53.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.12 | -0.05 | 1.72 |
| Calmar Ratio ⓘ | -0.12 | -0.02 | 3.08 |
| Sortino Ratio ⓘ | -0.20 | -0.09 | 3.93 |