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 ⓘ | 0.72% | 2.97% | 18.68% |
| Price Trend ⓘ | -0.02 | -0.34 | 0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.50% | 13.66% | 20.66% |
| Max Drawdown ⓘ | -9.68% | -11.13% | -16.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 0.07 | 0.70 |
| Calmar Ratio ⓘ | 0.07 | 0.27 | 1.16 |
| Sortino Ratio ⓘ | -0.03 | 0.09 | 0.97 |