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 ⓘ | 0.42% | 20.72% | 0.24% |
| Price Trend ⓘ | -0.45 | 0.65 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.83% | 18.47% | 31.03% |
| Max Drawdown ⓘ | -12.75% | -12.75% | -32.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | 1.01 | -0.13 |
| Calmar Ratio ⓘ | 0.03 | 1.63 | 0.01 |
| Sortino Ratio ⓘ | -0.05 | 1.33 | -0.16 |