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 ⓘ | 20.47% | 12.50% | 38.71% |
| Price Trend ⓘ | -0.34 | -0.47 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.85% | 43.78% | 63.13% |
| Max Drawdown ⓘ | -24.55% | -40.24% | -40.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.63 | 0.24 | 0.55 |
| Calmar Ratio ⓘ | 0.83 | 0.31 | 0.96 |
| Sortino Ratio ⓘ | 1.16 | 0.44 | 1.00 |