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 ⓘ | 15.60% | 1.00% | 36.52% |
| Price Trend ⓘ | 0.48 | -0.17 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.00% | 31.36% | 60.04% |
| Max Drawdown ⓘ | -27.40% | -34.44% | -44.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.61 | -0.03 | 0.54 |
| Calmar Ratio ⓘ | 0.57 | 0.03 | 0.82 |
| Sortino Ratio ⓘ | 1.32 | -0.05 | 0.78 |