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 ⓘ | -18.52% | 0.86% | 155.33% |
| Price Trend ⓘ | 0.17 | 0.79 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.16% | 59.85% | 92.98% |
| Max Drawdown ⓘ | -26.17% | -30.39% | -49.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.75 | -0.02 | 1.62 |
| Calmar Ratio ⓘ | -0.71 | 0.03 | 3.12 |
| Sortino Ratio ⓘ | -1.06 | -0.03 | 2.82 |