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 ⓘ | -10.86% | 24.65% | 133.87% |
| Price Trend ⓘ | -0.40 | 0.53 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.72% | 43.90% | 56.68% |
| Max Drawdown ⓘ | -35.52% | -35.52% | -35.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.36 | 0.52 | 2.29 |
| Calmar Ratio ⓘ | -0.31 | 0.69 | 3.77 |
| Sortino Ratio ⓘ | -0.55 | 0.71 | 3.18 |