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 ⓘ | 1.40% | 7.04% | 6.16% |
| Price Trend ⓘ | 0.24 | 0.80 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.71% | 24.37% | 38.74% |
| Max Drawdown ⓘ | -14.97% | -14.97% | -28.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.02 | 0.21 | 0.05 |
| Calmar Ratio ⓘ | 0.09 | 0.47 | 0.21 |
| Sortino Ratio ⓘ | 0.04 | 0.28 | 0.07 |