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 ⓘ | 8.22% | 4.08% | -20.79% |
| Price Trend ⓘ | 0.61 | -0.15 | -0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.48% | 24.83% | 30.21% |
| Max Drawdown ⓘ | -8.49% | -18.57% | -37.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.53 | 0.08 | -0.84 |
| Calmar Ratio ⓘ | 0.97 | 0.22 | -0.56 |
| Sortino Ratio ⓘ | 0.68 | 0.11 | -1.04 |