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 ⓘ | 4.32% | 7.80% | 34.85% |
| Price Trend ⓘ | 0.61 | 0.83 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.65% | 10.09% | 19.34% |
| Max Drawdown ⓘ | -5.84% | -6.69% | -15.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.50 | 0.57 | 1.58 |
| Calmar Ratio ⓘ | 0.74 | 1.17 | 2.20 |
| Sortino Ratio ⓘ | 0.91 | 0.95 | 2.34 |