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 ⓘ | 8.31% | 8.56% | 47.48% |
| Price Trend ⓘ | -0.14 | 0.60 | 0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 50.52% | 60.57% | 119.73% |
| Max Drawdown ⓘ | -50.05% | -50.05% | -64.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.15 | 0.11 | 0.36 |
| Calmar Ratio ⓘ | 0.17 | 0.17 | 0.74 |
| Sortino Ratio ⓘ | 0.27 | 0.18 | 0.58 |