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 ⓘ | 9.93% | 3.33% | 8.86% |
| Price Trend ⓘ | 0.63 | 0.02 | -0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.90% | 19.25% | 23.99% |
| Max Drawdown ⓘ | -8.83% | -14.86% | -24.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.74 | 0.06 | 0.18 |
| Calmar Ratio ⓘ | 1.12 | 0.22 | 0.36 |
| Sortino Ratio ⓘ | 1.50 | 0.10 | 0.28 |