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 ⓘ | 1.63% | -14.08% | 154.67% |
| Price Trend ⓘ | 0.21 | -0.49 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.23% | 56.67% | 97.48% |
| Max Drawdown ⓘ | -20.47% | -48.87% | -48.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.02 | -0.28 | 1.54 |
| Calmar Ratio ⓘ | 0.08 | -0.29 | 3.16 |
| Sortino Ratio ⓘ | 0.04 | -0.52 | 3.49 |