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 ⓘ | 7.55% | 6.28% | 22.09% |
| Price Trend ⓘ | 0.07 | 0.74 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.03% | 19.93% | 34.61% |
| Max Drawdown ⓘ | -8.54% | -10.54% | -21.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | 0.22 | 0.52 |
| Calmar Ratio ⓘ | 0.88 | 0.60 | 1.02 |
| Sortino Ratio ⓘ | 0.66 | 0.40 | 0.87 |