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 ⓘ | 72.49% | -21.38% | -21.06% |
| Price Trend ⓘ | 0.94 | -0.53 | -0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.57% | 69.23% | 76.26% |
| Max Drawdown ⓘ | -11.87% | -63.46% | -64.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.34 | -0.34 | -0.33 |
| Calmar Ratio ⓘ | 6.11 | -0.34 | -0.33 |
| Sortino Ratio ⓘ | 6.09 | -0.29 | -0.30 |