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 ⓘ | -3.18% | 94.35% | 82.34% |
| Price Trend ⓘ | -0.44 | 0.84 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.56% | 50.47% | 64.49% |
| Max Drawdown ⓘ | -21.51% | -22.67% | -35.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | 1.83 | 1.22 |
| Calmar Ratio ⓘ | -0.15 | 4.16 | 2.32 |
| Sortino Ratio ⓘ | -0.27 | 3.78 | 2.36 |