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 ⓘ | -3.36% | 106.86% | 195.76% |
| Price Trend ⓘ | -0.47 | 0.84 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.84% | 58.91% | 70.54% |
| Max Drawdown ⓘ | -26.53% | -26.53% | -26.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | 1.78 | 2.72 |
| Calmar Ratio ⓘ | -0.13 | 4.03 | 7.38 |
| Sortino Ratio ⓘ | -0.17 | 2.86 | 4.27 |