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 ⓘ | -20.35% | 40.61% | 50.17% |
| Price Trend ⓘ | -0.70 | 0.19 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.67% | 57.22% | 81.19% |
| Max Drawdown ⓘ | -44.91% | -44.91% | -53.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | 0.68 | 0.57 |
| Calmar Ratio ⓘ | -0.45 | 0.90 | 0.94 |
| Sortino Ratio ⓘ | -0.85 | 1.00 | 0.90 |