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 ⓘ | 33.43% | 37.76% | 16.14% |
| Price Trend ⓘ | 0.98 | 0.92 | 0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.54% | 17.93% | 32.57% |
| Max Drawdown ⓘ | -3.13% | -10.73% | -29.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.08 | 2.00 | 0.37 |
| Calmar Ratio ⓘ | 10.68 | 3.52 | 0.55 |
| Sortino Ratio ⓘ | 6.41 | 2.88 | 0.46 |