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 ⓘ | -0.15% | 20.48% | 15.26% |
| Price Trend ⓘ | -0.69 | 0.78 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.89% | 18.05% | 22.22% |
| Max Drawdown ⓘ | -10.99% | -10.99% | -13.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.11 | 1.03 | 0.51 |
| Calmar Ratio ⓘ | -0.01 | 1.86 | 1.15 |
| Sortino Ratio ⓘ | -0.23 | 2.58 | 0.93 |