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 ⓘ | 5.73% | 12.55% | 26.07% |
| Price Trend ⓘ | 0.70 | 0.94 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.37% | 7.48% | 17.06% |
| Max Drawdown ⓘ | -4.95% | -4.95% | -16.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.89 | 1.41 | 1.29 |
| Calmar Ratio ⓘ | 1.16 | 2.53 | 1.58 |
| Sortino Ratio ⓘ | 1.33 | 1.94 | 1.61 |