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 ⓘ | 14.26% | 1.11% | 14.40% |
| Price Trend ⓘ | 0.79 | 0.56 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.54% | 39.80% | 58.26% |
| Max Drawdown ⓘ | -14.31% | -30.34% | -45.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.52 | -0.02 | 0.18 |
| Calmar Ratio ⓘ | 1.00 | 0.04 | 0.32 |
| Sortino Ratio ⓘ | 1.20 | -0.03 | 0.24 |