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 ⓘ | -9.42% | 30.41% | 38.53% |
| Price Trend ⓘ | -0.64 | 0.78 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.97% | 25.23% | 41.36% |
| Max Drawdown ⓘ | -22.53% | -22.53% | -22.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.58 | 1.13 | 0.83 |
| Calmar Ratio ⓘ | -0.42 | 1.35 | 1.71 |
| Sortino Ratio ⓘ | -0.68 | 1.49 | 1.23 |