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 ⓘ | -0.36% | 129.08% | 252.10% |
| Price Trend ⓘ | 0.17 | 0.70 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.38% | 46.64% | 67.99% |
| Max Drawdown ⓘ | -40.17% | -40.17% | -40.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | 2.73 | 3.65 |
| Calmar Ratio ⓘ | -0.01 | 3.21 | 6.28 |
| Sortino Ratio ⓘ | -0.05 | 3.84 | 5.85 |