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 ⓘ | 19.43% | 13.83% | 20.99% |
| Price Trend ⓘ | 0.77 | 0.81 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.90% | 19.13% | 37.54% |
| Max Drawdown ⓘ | -8.50% | -10.45% | -29.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.33 | 0.62 | 0.45 |
| Calmar Ratio ⓘ | 2.28 | 1.32 | 0.70 |
| Sortino Ratio ⓘ | 2.26 | 1.09 | 0.73 |