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 ⓘ | 24.50% | 13.47% | -3.70% |
| Price Trend ⓘ | 0.88 | 0.59 | -0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.44% | 20.27% | 36.10% |
| Max Drawdown ⓘ | -6.54% | -16.01% | -31.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.63 | 0.57 | -0.22 |
| Calmar Ratio ⓘ | 3.74 | 0.84 | -0.12 |
| Sortino Ratio ⓘ | 3.07 | 0.83 | -0.27 |