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 ⓘ | -20.86% | 13.64% | 147.09% |
| Price Trend ⓘ | -0.01 | 0.17 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.25% | 56.92% | 78.81% |
| Max Drawdown ⓘ | -27.69% | -40.86% | -40.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.57 | 0.21 | 1.82 |
| Calmar Ratio ⓘ | -0.75 | 0.33 | 3.60 |
| Sortino Ratio ⓘ | -1.01 | 0.38 | 3.48 |