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 ⓘ | -4.42% | 40.48% | 112.14% |
| Price Trend ⓘ | -0.09 | 0.57 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.05% | 35.33% | 40.77% |
| Max Drawdown ⓘ | -27.82% | -27.82% | -27.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.20 | 1.09 | 2.65 |
| Calmar Ratio ⓘ | -0.16 | 1.46 | 4.03 |
| Sortino Ratio ⓘ | -0.32 | 1.58 | 3.70 |