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 ⓘ | -0.46% | 4.55% | 11.50% |
| Price Trend ⓘ | 0.02 | -0.28 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.77% | 14.20% | 18.51% |
| Max Drawdown ⓘ | -8.82% | -10.62% | -11.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.20 | 0.17 | 0.38 |
| Calmar Ratio ⓘ | -0.05 | 0.43 | 1.04 |
| Sortino Ratio ⓘ | -0.36 | 0.24 | 0.51 |