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 ⓘ | 8.21% | 38.98% | 22.97% |
| Price Trend ⓘ | 0.72 | 0.85 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.67% | 25.19% | 35.19% |
| Max Drawdown ⓘ | -11.21% | -11.21% | -32.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.43 | 1.47 | 0.53 |
| Calmar Ratio ⓘ | 0.73 | 3.48 | 0.70 |
| Sortino Ratio ⓘ | 0.61 | 2.80 | 0.85 |