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 ⓘ | -12.85% | 30.36% | 240.20% |
| Price Trend ⓘ | -0.57 | -0.12 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 53.89% | 81.03% | 131.10% |
| Max Drawdown ⓘ | -46.54% | -61.57% | -61.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.26 | 0.35 | 1.80 |
| Calmar Ratio ⓘ | -0.28 | 0.49 | 3.90 |
| Sortino Ratio ⓘ | -0.57 | 0.70 | 4.33 |