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 ⓘ | 0.71% | 0.37% | 7.25% |
| Price Trend ⓘ | -0.54 | -0.48 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.16% | 8.94% | 16.52% |
| Max Drawdown ⓘ | -5.63% | -5.63% | -14.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | -0.18 | 0.19 |
| Calmar Ratio ⓘ | 0.13 | 0.06 | 0.51 |
| Sortino Ratio ⓘ | -0.05 | -0.25 | 0.25 |