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 ⓘ | 9.85% | 14.81% | 49.60% |
| Price Trend ⓘ | 0.67 | 0.83 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.01% | 11.33% | 18.79% |
| Max Drawdown ⓘ | -6.47% | -6.47% | -17.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.11 | 1.13 | 2.42 |
| Calmar Ratio ⓘ | 1.52 | 2.29 | 2.85 |
| Sortino Ratio ⓘ | 1.99 | 1.66 | 3.11 |