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 ⓘ | 20.19% | 56.07% | 40.45% |
| Price Trend ⓘ | 0.64 | 0.92 | 0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.28% | 29.20% | 47.09% |
| Max Drawdown ⓘ | -14.06% | -14.06% | -33.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.76 | 1.85 | 0.77 |
| Calmar Ratio ⓘ | 1.44 | 3.99 | 1.20 |
| Sortino Ratio ⓘ | 1.58 | 3.77 | 1.33 |