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 ⓘ | 10.23% | 22.10% | 33.32% |
| Price Trend ⓘ | 0.90 | 0.78 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.04% | 14.78% | 23.45% |
| Max Drawdown ⓘ | -4.58% | -7.79% | -17.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.84 | 1.36 | 1.24 |
| Calmar Ratio ⓘ | 2.23 | 2.84 | 1.91 |
| Sortino Ratio ⓘ | 1.25 | 2.00 | 1.64 |