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 ⓘ | -16.72% | 57.50% | 97.46% |
| Price Trend ⓘ | -0.44 | 0.55 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.73% | 47.75% | 63.09% |
| Max Drawdown ⓘ | -31.15% | -31.15% | -31.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | 1.17 | 1.48 |
| Calmar Ratio ⓘ | -0.54 | 1.85 | 3.13 |
| Sortino Ratio ⓘ | -0.97 | 2.25 | 2.83 |