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 ⓘ | 12.47% | 11.82% | 18.09% |
| Price Trend ⓘ | 0.95 | 0.83 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.03% | 10.48% | 21.07% |
| Max Drawdown ⓘ | -2.57% | -6.09% | -17.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.64 | 0.94 | 0.67 |
| Calmar Ratio ⓘ | 4.85 | 1.94 | 1.05 |
| Sortino Ratio ⓘ | 3.01 | 1.49 | 0.93 |