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 ⓘ | 3.06% | 9.42% | 36.42% |
| Price Trend ⓘ | 0.63 | 0.69 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.36% | 20.47% | 26.16% |
| Max Drawdown ⓘ | -7.01% | -11.03% | -11.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.14 | 0.36 | 1.22 |
| Calmar Ratio ⓘ | 0.44 | 0.85 | 3.30 |
| Sortino Ratio ⓘ | 0.27 | 0.63 | 2.23 |