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 ⓘ | 25.31% | 22.66% | 7.54% |
| Price Trend ⓘ | 0.89 | 0.45 | -0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.94% | 18.27% | 29.09% |
| Max Drawdown ⓘ | -4.16% | -13.65% | -19.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.63 | 1.14 | 0.12 |
| Calmar Ratio ⓘ | 6.08 | 1.66 | 0.38 |
| Sortino Ratio ⓘ | 3.92 | 2.32 | 0.15 |