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 ⓘ | -30.48% | 17.14% | 251.17% |
| Price Trend ⓘ | -0.55 | -0.43 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.62% | 53.71% | 95.56% |
| Max Drawdown ⓘ | -43.86% | -48.87% | -48.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.79 | 0.28 | 2.58 |
| Calmar Ratio ⓘ | -0.69 | 0.35 | 5.14 |
| Sortino Ratio ⓘ | -1.46 | 0.51 | 5.84 |