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 ⓘ | 13.78% | 19.85% | 28.36% |
| Price Trend ⓘ | 0.97 | 0.94 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.39% | 8.89% | 15.79% |
| Max Drawdown ⓘ | -2.93% | -3.60% | -12.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.01 | 2.02 | 1.54 |
| Calmar Ratio ⓘ | 4.71 | 5.52 | 2.31 |
| Sortino Ratio ⓘ | 3.68 | 3.12 | 2.17 |