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 ⓘ | 12.85% | -0.34% | -0.16% |
| Price Trend ⓘ | 0.57 | -0.37 | -0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.67% | 20.22% | 34.46% |
| Max Drawdown ⓘ | -8.74% | -18.52% | -31.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.81 | -0.11 | -0.12 |
| Calmar Ratio ⓘ | 1.47 | -0.02 | -0.01 |
| Sortino Ratio ⓘ | 1.77 | -0.21 | -0.18 |