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 ⓘ | 1.96% | 7.02% | 20.24% |
| Price Trend ⓘ | 0.53 | 0.68 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.38% | 11.77% | 14.74% |
| Max Drawdown ⓘ | -7.82% | -7.82% | -7.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.11 | 0.44 | 1.11 |
| Calmar Ratio ⓘ | 0.25 | 0.90 | 2.59 |
| Sortino Ratio ⓘ | 0.19 | 0.70 | 1.78 |