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 ⓘ | 8.45% | -1.68% | 7.56% |
| Price Trend ⓘ | 0.62 | -0.34 | -0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.69% | 15.79% | 23.16% |
| Max Drawdown ⓘ | -10.58% | -20.61% | -20.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.64 | -0.23 | 0.15 |
| Calmar Ratio ⓘ | 0.80 | -0.08 | 0.37 |
| Sortino Ratio ⓘ | 1.43 | -0.37 | 0.20 |