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 ⓘ | 25.92% | -0.03% | -4.37% |
| Price Trend ⓘ | 0.96 | 0.11 | -0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.65% | 17.21% | 25.66% |
| Max Drawdown ⓘ | -5.20% | -21.65% | -27.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.97 | -0.11 | -0.33 |
| Calmar Ratio ⓘ | 4.98 | -0.00 | -0.16 |
| Sortino Ratio ⓘ | 3.51 | -0.18 | -0.48 |