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 ⓘ | -1.70% | 76.51% | 340.89% |
| Price Trend ⓘ | 0.27 | 0.67 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 55.97% | 71.32% | 100.46% |
| Max Drawdown ⓘ | -47.02% | -47.02% | -47.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.05 | 1.04 | 3.35 |
| Calmar Ratio ⓘ | -0.04 | 1.63 | 7.25 |
| Sortino Ratio ⓘ | -0.08 | 1.78 | 6.21 |