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 ⓘ | 9.09% | 22.95% | 28.55% |
| Price Trend ⓘ | 0.60 | 0.92 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.64% | 13.81% | 26.85% |
| Max Drawdown ⓘ | -11.63% | -11.63% | -26.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.70 | 1.51 | 0.90 |
| Calmar Ratio ⓘ | 0.78 | 1.97 | 1.08 |
| Sortino Ratio ⓘ | 0.87 | 1.97 | 1.21 |