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 ⓘ | 37.20% | 74.83% | -21.01% |
| Price Trend ⓘ | 0.71 | 0.67 | -0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 86.86% | 99.89% | 115.08% |
| Max Drawdown ⓘ | -49.91% | -55.02% | -73.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.42 | 0.73 | -0.22 |
| Calmar Ratio ⓘ | 0.75 | 1.36 | -0.29 |
| Sortino Ratio ⓘ | 0.50 | 0.95 | -0.29 |