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 ⓘ | 1.70% | 35.71% | 8.24% |
| Price Trend ⓘ | 0.27 | 0.84 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.48% | 31.98% | 62.60% |
| Max Drawdown ⓘ | -16.50% | -16.50% | -48.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.03 | 1.05 | 0.07 |
| Calmar Ratio ⓘ | 0.10 | 2.16 | 0.17 |
| Sortino Ratio ⓘ | 0.05 | 1.70 | 0.10 |