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 ⓘ | 6.70% | 24.40% | 5.11% |
| Price Trend ⓘ | 0.83 | 0.61 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.54% | 27.67% | 56.66% |
| Max Drawdown ⓘ | -13.55% | -17.75% | -49.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | 0.81 | 0.02 |
| Calmar Ratio ⓘ | 0.49 | 1.37 | 0.10 |
| Sortino Ratio ⓘ | 0.46 | 1.38 | 0.03 |