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 ⓘ | -10.14% | 41.77% | 76.65% |
| Price Trend ⓘ | -0.51 | 0.09 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.02% | 39.41% | 60.71% |
| Max Drawdown ⓘ | -16.66% | -21.86% | -33.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | 1.01 | 1.19 |
| Calmar Ratio ⓘ | -0.61 | 1.91 | 2.27 |
| Sortino Ratio ⓘ | -0.70 | 1.87 | 1.51 |