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 ⓘ | -4.02% | 16.83% | 84.34% |
| Price Trend ⓘ | -0.00 | 0.73 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.59% | 34.87% | 55.64% |
| Max Drawdown ⓘ | -19.51% | -19.51% | -27.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | 0.43 | 1.44 |
| Calmar Ratio ⓘ | -0.21 | 0.86 | 3.06 |
| Sortino Ratio ⓘ | -0.40 | 0.79 | 2.70 |