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 ⓘ | 2.28% | 1.12% | 1.12% |
| Price Trend ⓘ | 0.48 | 0.15 | 0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.44% | 14.09% | 25.13% |
| Max Drawdown ⓘ | -6.34% | -9.13% | -18.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.13 | -0.06 | -0.12 |
| Calmar Ratio ⓘ | 0.36 | 0.12 | 0.06 |
| Sortino Ratio ⓘ | 0.15 | -0.08 | -0.13 |