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 ⓘ | 32.71% | 3.09% | 38.38% |
| Price Trend ⓘ | 0.75 | 0.16 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.60% | 30.56% | 49.37% |
| Max Drawdown ⓘ | -13.25% | -23.81% | -31.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.35 | 0.04 | 0.70 |
| Calmar Ratio ⓘ | 2.47 | 0.13 | 1.20 |
| Sortino Ratio ⓘ | 3.74 | 0.06 | 1.02 |