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 ⓘ | 21.36% | 46.02% | -27.34% |
| Price Trend ⓘ | 0.28 | 0.83 | -0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.26% | 30.96% | 48.00% |
| Max Drawdown ⓘ | -21.85% | -21.85% | -55.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | 1.43 | -0.65 |
| Calmar Ratio ⓘ | 0.98 | 2.11 | -0.49 |
| Sortino Ratio ⓘ | 1.90 | 3.16 | -0.71 |