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 ⓘ | -1.05% | 65.73% | 99.15% |
| Price Trend ⓘ | 0.05 | 0.56 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.76% | 61.12% | 87.65% |
| Max Drawdown ⓘ | -33.37% | -36.05% | -48.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.05 | 1.04 | 1.08 |
| Calmar Ratio ⓘ | -0.03 | 1.82 | 2.06 |
| Sortino Ratio ⓘ | -0.09 | 2.22 | 2.40 |