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 ⓘ | 3.72% | 7.90% | 36.38% |
| Price Trend ⓘ | 0.55 | 0.85 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.32% | 9.38% | 18.52% |
| Max Drawdown ⓘ | -5.77% | -5.77% | -15.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.43 | 0.62 | 1.73 |
| Calmar Ratio ⓘ | 0.64 | 1.37 | 2.42 |
| Sortino Ratio ⓘ | 0.76 | 1.03 | 2.52 |