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 ⓘ | 8.50% | 10.60% | 30.65% |
| Price Trend ⓘ | 0.85 | 0.63 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.88% | 27.63% | 43.28% |
| Max Drawdown ⓘ | -7.77% | -19.55% | -19.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.36 | 0.31 | 0.61 |
| Calmar Ratio ⓘ | 1.09 | 0.54 | 1.57 |
| Sortino Ratio ⓘ | 0.39 | 0.42 | 0.87 |