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 ⓘ | -24.93% | 8.19% | 84.29% |
| Price Trend ⓘ | -0.47 | 0.40 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.09% | 46.80% | 78.47% |
| Max Drawdown ⓘ | -38.29% | -38.29% | -43.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | 0.13 | 1.02 |
| Calmar Ratio ⓘ | -0.65 | 0.21 | 1.94 |
| Sortino Ratio ⓘ | -0.94 | 0.20 | 1.46 |