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 ⓘ | 6.29% | -0.58% | 7.12% |
| Price Trend ⓘ | 0.70 | 0.64 | -0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.55% | 25.95% | 30.59% |
| Max Drawdown ⓘ | -6.51% | -26.16% | -31.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.55 | -0.10 | 0.08 |
| Calmar Ratio ⓘ | 0.97 | -0.02 | 0.23 |
| Sortino Ratio ⓘ | 0.88 | -0.09 | 0.08 |