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 ⓘ | 4.97% | 47.71% | 115.87% |
| Price Trend ⓘ | -0.69 | 0.58 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.99% | 33.43% | 50.17% |
| Max Drawdown ⓘ | -18.55% | -22.58% | -32.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | 1.37 | 2.23 |
| Calmar Ratio ⓘ | 0.27 | 2.11 | 3.55 |
| Sortino Ratio ⓘ | 0.42 | 2.86 | 3.62 |