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 ⓘ | -3.17% | 7.53% | 149.76% |
| Price Trend ⓘ | -0.54 | 0.78 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.79% | 51.00% | 64.54% |
| Max Drawdown ⓘ | -16.01% | -30.30% | -34.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | 0.11 | 2.25 |
| Calmar Ratio ⓘ | -0.20 | 0.25 | 4.37 |
| Sortino Ratio ⓘ | -0.26 | 0.19 | 4.01 |