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 ⓘ | -26.31% | 22.61% | 137.99% |
| Price Trend ⓘ | -0.71 | 0.16 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.75% | 54.03% | 69.67% |
| Max Drawdown ⓘ | -40.44% | -40.44% | -40.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.74 | 0.38 | 1.92 |
| Calmar Ratio ⓘ | -0.65 | 0.56 | 3.41 |
| Sortino Ratio ⓘ | -1.22 | 0.60 | 2.75 |