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 ⓘ | 9.01% | 31.70% | 61.14% |
| Price Trend ⓘ | 0.67 | 0.69 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.29% | 21.18% | 33.53% |
| Max Drawdown ⓘ | -10.27% | -15.56% | -16.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.56 | 1.41 | 1.70 |
| Calmar Ratio ⓘ | 0.88 | 2.04 | 3.68 |
| Sortino Ratio ⓘ | 0.95 | 2.86 | 2.56 |