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 ⓘ | 3.70% | 7.09% | 23.23% |
| Price Trend ⓘ | 0.39 | 0.61 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.98% | 12.41% | 21.08% |
| Max Drawdown ⓘ | -7.94% | -9.16% | -12.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | 0.42 | 0.91 |
| Calmar Ratio ⓘ | 0.47 | 0.77 | 1.93 |
| Sortino Ratio ⓘ | 0.58 | 0.64 | 1.19 |