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 ⓘ | 2.03% | 9.53% | 22.04% |
| Price Trend ⓘ | 0.17 | 0.80 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.50% | 9.87% | 21.45% |
| Max Drawdown ⓘ | -4.29% | -5.73% | -19.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | 0.77 | 0.84 |
| Calmar Ratio ⓘ | 0.47 | 1.66 | 1.16 |
| Sortino Ratio ⓘ | 0.22 | 1.03 | 1.08 |