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 ⓘ | 11.33% | 13.54% | 10.37% |
| Price Trend ⓘ | 0.88 | 0.68 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.51% | 19.34% | 36.44% |
| Max Drawdown ⓘ | -7.81% | -10.45% | -35.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.77 | 0.60 | 0.17 |
| Calmar Ratio ⓘ | 1.45 | 1.30 | 0.29 |
| Sortino Ratio ⓘ | 1.36 | 1.05 | 0.27 |