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 ⓘ | 20.51% | 21.83% | 10.06% |
| Price Trend ⓘ | 0.83 | 0.91 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.15% | 20.03% | 26.24% |
| Max Drawdown ⓘ | -4.68% | -15.45% | -25.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.60 | 0.99 | 0.21 |
| Calmar Ratio ⓘ | 4.38 | 1.41 | 0.40 |
| Sortino Ratio ⓘ | 2.69 | 1.71 | 0.36 |