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 ⓘ | 1.07% | 11.27% | 16.30% |
| Price Trend ⓘ | 0.73 | 0.84 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.52% | 25.28% | 31.70% |
| Max Drawdown ⓘ | -13.94% | -13.94% | -19.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.01 | 0.37 | 0.39 |
| Calmar Ratio ⓘ | 0.08 | 0.81 | 0.85 |
| Sortino Ratio ⓘ | 0.01 | 0.54 | 0.56 |