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 ⓘ | 11.99% | 15.11% | 13.70% |
| Price Trend ⓘ | 0.31 | 0.16 | 0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.52% | 14.49% | 25.39% |
| Max Drawdown ⓘ | -5.92% | -8.31% | -20.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.96 | 0.91 | 0.38 |
| Calmar Ratio ⓘ | 2.03 | 1.82 | 0.66 |
| Sortino Ratio ⓘ | 1.51 | 1.40 | 0.45 |