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 ⓘ | 19.18% | 15.45% | 29.68% |
| Price Trend ⓘ | 0.87 | 0.79 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.56% | 21.31% | 32.49% |
| Max Drawdown ⓘ | -10.34% | -11.26% | -22.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.10 | 0.63 | 0.79 |
| Calmar Ratio ⓘ | 1.86 | 1.37 | 1.31 |
| Sortino Ratio ⓘ | 1.52 | 0.86 | 1.01 |