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 ⓘ | 2.39% | 18.33% | 30.65% |
| Price Trend ⓘ | 0.43 | 0.82 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.86% | 27.60% | 40.63% |
| Max Drawdown ⓘ | -10.84% | -20.70% | -30.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.09 | 0.59 | 0.64 |
| Calmar Ratio ⓘ | 0.22 | 0.89 | 1.00 |
| Sortino Ratio ⓘ | 0.15 | 0.99 | 0.95 |