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 ⓘ | -24.62% | 22.98% | 248.34% |
| Price Trend ⓘ | -0.67 | -0.05 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.79% | 54.61% | 71.66% |
| Max Drawdown ⓘ | -34.32% | -48.55% | -48.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.78 | 0.39 | 3.41 |
| Calmar Ratio ⓘ | -0.72 | 0.47 | 5.11 |
| Sortino Ratio ⓘ | -1.18 | 0.63 | 5.64 |