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 ⓘ | 9.04% | 36.32% | 71.32% |
| Price Trend ⓘ | 0.26 | 0.78 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.09% | 22.10% | 36.12% |
| Max Drawdown ⓘ | -18.79% | -18.79% | -30.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.47 | 1.55 | 1.86 |
| Calmar Ratio ⓘ | 0.48 | 1.93 | 2.32 |
| Sortino Ratio ⓘ | 0.67 | 2.26 | 2.82 |