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 ⓘ | 13.17% | 4.20% | 13.41% |
| Price Trend ⓘ | 0.89 | -0.38 | 0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.36% | 15.01% | 23.92% |
| Max Drawdown ⓘ | -4.75% | -16.18% | -19.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.18 | 0.15 | 0.39 |
| Calmar Ratio ⓘ | 2.77 | 0.26 | 0.70 |
| Sortino Ratio ⓘ | 1.80 | 0.20 | 0.50 |