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 ⓘ | 24.87% | 5.94% | 11.97% |
| Price Trend ⓘ | 0.92 | 0.34 | -0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.05% | 18.88% | 26.29% |
| Max Drawdown ⓘ | -8.48% | -20.05% | -23.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.70 | 0.21 | 0.30 |
| Calmar Ratio ⓘ | 2.93 | 0.30 | 0.50 |
| Sortino Ratio ⓘ | 2.72 | 0.28 | 0.43 |