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 ⓘ | -9.97% | 47.87% | 140.17% |
| Price Trend ⓘ | -0.34 | 0.48 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.15% | 45.13% | 54.02% |
| Max Drawdown ⓘ | -31.93% | -31.93% | -31.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.37 | 1.02 | 2.52 |
| Calmar Ratio ⓘ | -0.31 | 1.50 | 4.39 |
| Sortino Ratio ⓘ | -0.59 | 1.45 | 3.46 |