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 ⓘ | -55.76% | 49.94% | 310.41% |
| Price Trend ⓘ | -0.81 | 0.37 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 51.63% | 75.48% | 133.00% |
| Max Drawdown ⓘ | -60.69% | -60.69% | -60.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.10 | 0.64 | 2.30 |
| Calmar Ratio ⓘ | -0.92 | 0.82 | 5.12 |
| Sortino Ratio ⓘ | -1.85 | 1.23 | 5.42 |