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 ⓘ | -5.67% | 12.25% | 43.27% |
| Price Trend ⓘ | -0.22 | 0.65 | 0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.37% | 60.57% | 114.01% |
| Max Drawdown ⓘ | -47.57% | -47.57% | -70.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | 0.17 | 0.34 |
| Calmar Ratio ⓘ | -0.12 | 0.26 | 0.61 |
| Sortino Ratio ⓘ | -0.27 | 0.34 | 0.65 |