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 ⓘ | 1.83% | 1.53% | 34.17% |
| Price Trend ⓘ | 0.51 | 0.69 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.45% | 19.65% | 23.88% |
| Max Drawdown ⓘ | -5.73% | -16.83% | -21.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.08 | -0.03 | 1.24 |
| Calmar Ratio ⓘ | 0.32 | 0.09 | 1.56 |
| Sortino Ratio ⓘ | 0.10 | -0.04 | 1.67 |