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 ⓘ | 16.70% | 18.91% | 88.66% |
| Price Trend ⓘ | 0.55 | 0.83 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.08% | 18.61% | 33.91% |
| Max Drawdown ⓘ | -8.94% | -10.94% | -19.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.20 | 0.91 | 2.49 |
| Calmar Ratio ⓘ | 1.87 | 1.73 | 4.57 |
| Sortino Ratio ⓘ | 2.44 | 1.47 | 3.33 |