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 ⓘ | -3.89% | 20.58% | 202.98% |
| Price Trend ⓘ | -0.77 | 0.14 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.61% | 16.01% | 47.96% |
| Max Drawdown ⓘ | -7.99% | -10.74% | -21.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.85 | 1.17 | 4.15 |
| Calmar Ratio ⓘ | -0.49 | 1.92 | 9.52 |
| Sortino Ratio ⓘ | -1.21 | 2.61 | 9.23 |