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 ⓘ | -36.27% | 13.51% | 77.39% |
| Price Trend ⓘ | -0.67 | 0.18 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 44.64% | 61.84% | 104.93% |
| Max Drawdown ⓘ | -43.38% | -50.05% | -59.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.83 | 0.19 | 0.70 |
| Calmar Ratio ⓘ | -0.84 | 0.27 | 1.30 |
| Sortino Ratio ⓘ | -1.39 | 0.34 | 1.43 |