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 ⓘ | 6.95% | 23.51% | 30.77% |
| Price Trend ⓘ | -0.10 | 0.30 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.50% | 19.06% | 29.29% |
| Max Drawdown ⓘ | -11.65% | -12.79% | -19.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.41 | 1.13 | 0.91 |
| Calmar Ratio ⓘ | 0.60 | 1.84 | 1.62 |
| Sortino Ratio ⓘ | 0.52 | 1.73 | 1.31 |