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 ⓘ | -0.30% | 18.59% | 24.14% |
| Price Trend ⓘ | 0.36 | 0.87 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.15% | 23.02% | 28.24% |
| Max Drawdown ⓘ | -10.39% | -14.76% | -24.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.11 | 0.72 | 0.69 |
| Calmar Ratio ⓘ | -0.03 | 1.26 | 0.98 |
| Sortino Ratio ⓘ | -0.12 | 1.01 | 0.89 |