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 ⓘ | -13.21% | 35.77% | 126.56% |
| Price Trend ⓘ | -0.44 | 0.43 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.45% | 41.70% | 49.85% |
| Max Drawdown ⓘ | -32.91% | -32.91% | -32.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | 0.81 | 2.46 |
| Calmar Ratio ⓘ | -0.40 | 1.09 | 3.85 |
| Sortino Ratio ⓘ | -0.75 | 1.05 | 3.08 |