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 ⓘ | -3.21% | 51.15% | 133.62% |
| Price Trend ⓘ | -0.37 | 0.32 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.56% | 55.35% | 58.96% |
| Max Drawdown ⓘ | -28.50% | -42.45% | -42.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.14 | 0.89 | 2.20 |
| Calmar Ratio ⓘ | -0.11 | 1.20 | 3.15 |
| Sortino Ratio ⓘ | -0.22 | 0.94 | 2.23 |