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 ⓘ | -31.57% | 74.25% | 669.32% |
| Price Trend ⓘ | -0.41 | 0.55 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 59.13% | 78.31% | 135.34% |
| Max Drawdown ⓘ | -54.42% | -54.42% | -54.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.55 | 0.92 | 4.91 |
| Calmar Ratio ⓘ | -0.58 | 1.36 | 12.30 |
| Sortino Ratio ⓘ | -1.03 | 1.89 | 12.20 |