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 ⓘ | 3.54% | 15.23% | 13.21% |
| Price Trend ⓘ | -0.04 | 0.34 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.52% | 15.09% | 26.24% |
| Max Drawdown ⓘ | -7.72% | -7.81% | -26.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.22 | 0.87 | 0.34 |
| Calmar Ratio ⓘ | 0.46 | 1.95 | 0.50 |
| Sortino Ratio ⓘ | 0.39 | 1.47 | 0.53 |