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 ⓘ | -12.48% | 53.31% | 80.27% |
| Price Trend ⓘ | 0.04 | 0.72 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 40.20% | 53.81% | 87.24% |
| Max Drawdown ⓘ | -43.01% | -43.01% | -48.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | 0.95 | 0.87 |
| Calmar Ratio ⓘ | -0.29 | 1.24 | 1.67 |
| Sortino Ratio ⓘ | -0.44 | 1.36 | 1.47 |