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 ⓘ | 6.95% | 0.10% | 40.92% |
| Price Trend ⓘ | 0.55 | 0.67 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.94% | 23.58% | 32.71% |
| Max Drawdown ⓘ | -8.62% | -22.13% | -24.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.49 | -0.08 | 1.11 |
| Calmar Ratio ⓘ | 0.81 | 0.00 | 1.65 |
| Sortino Ratio ⓘ | 0.63 | -0.10 | 1.54 |