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 ⓘ | 6.58% | 8.23% | -19.87% |
| Price Trend ⓘ | 0.45 | 0.25 | -0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.65% | 20.45% | 35.89% |
| Max Drawdown ⓘ | -12.06% | -12.06% | -27.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.41 | 0.31 | -0.67 |
| Calmar Ratio ⓘ | 0.55 | 0.68 | -0.71 |
| Sortino Ratio ⓘ | 0.61 | 0.48 | -0.93 |