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 ⓘ | -36.27% | 40.34% | 151.20% |
| Price Trend ⓘ | -0.90 | 0.33 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.05% | 58.23% | 88.17% |
| Max Drawdown ⓘ | -52.55% | -52.55% | -52.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.98 | 0.66 | 1.67 |
| Calmar Ratio ⓘ | -0.69 | 0.77 | 2.88 |
| Sortino Ratio ⓘ | -1.52 | 1.26 | 3.21 |