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 ⓘ | 9.10% | 7.26% | 3.69% |
| Price Trend ⓘ | 0.45 | -0.19 | 0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.93% | 28.58% | 46.81% |
| Max Drawdown ⓘ | -14.53% | -19.29% | -43.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.41 | 0.18 | -0.01 |
| Calmar Ratio ⓘ | 0.63 | 0.38 | 0.08 |
| Sortino Ratio ⓘ | 0.76 | 0.34 | -0.01 |