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 ⓘ | -9.91% | 80.17% | 91.47% |
| Price Trend ⓘ | -0.52 | 0.75 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.02% | 67.72% | 112.06% |
| Max Drawdown ⓘ | -19.77% | -19.77% | -55.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.30 | 1.15 | 0.78 |
| Calmar Ratio ⓘ | -0.50 | 4.05 | 1.66 |
| Sortino Ratio ⓘ | -0.47 | 2.74 | 1.06 |