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 ⓘ | 11.94% | 10.41% | 45.11% |
| Price Trend ⓘ | 0.34 | 0.83 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.91% | 19.54% | 30.51% |
| Max Drawdown ⓘ | -8.40% | -17.31% | -19.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.79 | 0.43 | 1.34 |
| Calmar Ratio ⓘ | 1.42 | 0.60 | 2.28 |
| Sortino Ratio ⓘ | 1.60 | 0.62 | 2.04 |