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 ⓘ | 11.50% | 1.27% | 6.21% |
| Price Trend ⓘ | 0.89 | 0.69 | -0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.73% | 18.82% | 23.27% |
| Max Drawdown ⓘ | -5.19% | -19.56% | -27.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.19 | -0.04 | 0.07 |
| Calmar Ratio ⓘ | 2.22 | 0.06 | 0.23 |
| Sortino Ratio ⓘ | 2.22 | -0.06 | 0.11 |