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 ⓘ | 8.36% | 15.92% | 3.37% |
| Price Trend ⓘ | 0.70 | 0.67 | -0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.00% | 20.28% | 33.13% |
| Max Drawdown ⓘ | -6.56% | -18.20% | -25.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.61 | 0.68 | -0.04 |
| Calmar Ratio ⓘ | 1.27 | 0.87 | 0.13 |
| Sortino Ratio ⓘ | 1.25 | 1.14 | -0.04 |