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 ⓘ | -44.87% | 49.15% | 319.62% |
| Price Trend ⓘ | -0.78 | 0.25 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 52.40% | 76.20% | 119.50% |
| Max Drawdown ⓘ | -58.25% | -58.87% | -64.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.87 | 0.62 | 2.64 |
| Calmar Ratio ⓘ | -0.77 | 0.83 | 4.97 |
| Sortino Ratio ⓘ | -1.37 | 1.14 | 4.98 |