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 ⓘ | 10.49% | 6.15% | 28.96% |
| Price Trend ⓘ | 0.75 | 0.76 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.34% | 24.55% | 30.38% |
| Max Drawdown ⓘ | -11.81% | -24.53% | -29.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.91 | 0.16 | 0.80 |
| Calmar Ratio ⓘ | 0.89 | 0.25 | 0.98 |
| Sortino Ratio ⓘ | 1.27 | 0.21 | 1.10 |