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 ⓘ | 17.06% | -10.57% | 30.12% |
| Price Trend ⓘ | 0.35 | -0.70 | 0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.35% | 56.05% | 69.84% |
| Max Drawdown ⓘ | -28.06% | -49.98% | -49.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.47 | -0.22 | 0.37 |
| Calmar Ratio ⓘ | 0.61 | -0.21 | 0.60 |
| Sortino Ratio ⓘ | 0.76 | -0.28 | 0.48 |