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 ⓘ | -3.49% | 47.93% | 73.86% |
| Price Trend ⓘ | 0.11 | 0.90 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.94% | 20.22% | 30.71% |
| Max Drawdown ⓘ | -12.20% | -12.20% | -16.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.41 | 2.28 | 2.27 |
| Calmar Ratio ⓘ | -0.29 | 3.93 | 4.48 |
| Sortino Ratio ⓘ | -0.64 | 4.93 | 3.77 |