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 ⓘ | 1.62% | 38.45% | 88.91% |
| Price Trend ⓘ | -0.74 | 0.68 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.77% | 43.29% | 60.46% |
| Max Drawdown ⓘ | -25.05% | -25.05% | -36.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.02 | 0.84 | 1.40 |
| Calmar Ratio ⓘ | 0.06 | 1.53 | 2.42 |
| Sortino Ratio ⓘ | 0.04 | 1.60 | 2.51 |