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 ⓘ | -7.97% | 90.37% | 41.52% |
| Price Trend ⓘ | -0.76 | 0.64 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.15% | 47.70% | 79.07% |
| Max Drawdown ⓘ | -32.81% | -32.81% | -61.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.25 | 1.85 | 0.47 |
| Calmar Ratio ⓘ | -0.24 | 2.75 | 0.68 |
| Sortino Ratio ⓘ | -0.40 | 3.22 | 0.72 |