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 ⓘ | 15.77% | 30.53% | 65.71% |
| Price Trend ⓘ | 0.92 | 0.94 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.23% | 12.26% | 23.67% |
| Max Drawdown ⓘ | -5.51% | -5.51% | -17.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.60 | 2.33 | 2.60 |
| Calmar Ratio ⓘ | 2.86 | 5.54 | 3.74 |
| Sortino Ratio ⓘ | 2.32 | 3.45 | 3.26 |