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 ⓘ | -9.83% | 39.08% | 99.21% |
| Price Trend ⓘ | -0.38 | 0.58 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.27% | 38.42% | 46.66% |
| Max Drawdown ⓘ | -30.22% | -30.22% | -30.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.39 | 0.97 | 2.04 |
| Calmar Ratio ⓘ | -0.33 | 1.29 | 3.28 |
| Sortino Ratio ⓘ | -0.68 | 1.54 | 3.20 |