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 ⓘ | -12.58% | 14.26% | 197.99% |
| Price Trend ⓘ | -0.63 | 0.40 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.62% | 45.46% | 74.96% |
| Max Drawdown ⓘ | -27.79% | -30.34% | -47.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.40 | 0.27 | 2.59 |
| Calmar Ratio ⓘ | -0.45 | 0.47 | 4.15 |
| Sortino Ratio ⓘ | -0.59 | 0.42 | 3.97 |