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 ⓘ | -24.27% | 13.49% | 110.46% |
| Price Trend ⓘ | -0.81 | 0.02 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.68% | 44.33% | 93.20% |
| Max Drawdown ⓘ | -36.13% | -42.81% | -58.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.88 | 0.26 | 1.14 |
| Calmar Ratio ⓘ | -0.67 | 0.32 | 1.89 |
| Sortino Ratio ⓘ | -1.41 | 0.50 | 2.01 |