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 ⓘ | 4.57% | 2.28% | 11.57% |
| Price Trend ⓘ | 0.30 | -0.56 | -0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.11% | 22.48% | 46.67% |
| Max Drawdown ⓘ | -14.43% | -22.53% | -38.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.24 | 0.01 | 0.16 |
| Calmar Ratio ⓘ | 0.32 | 0.10 | 0.30 |
| Sortino Ratio ⓘ | 0.42 | 0.02 | 0.24 |