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 ⓘ | 31.69% | 35.74% | 34.93% |
| Price Trend ⓘ | 0.85 | 0.91 | 0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.08% | 26.76% | 40.65% |
| Max Drawdown ⓘ | -11.51% | -23.02% | -32.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.18 | 1.26 | 0.76 |
| Calmar Ratio ⓘ | 2.75 | 1.55 | 1.07 |
| Sortino Ratio ⓘ | 4.94 | 1.46 | 0.92 |